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Hamilton-Jacobi-Bellman Equations and Optimal Control

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Variational Calculus, Optimal Control and Applications

Part of the book series: International Series of Numerical Mathematics ((ISNM,volume 124))

Abstract

The aim of this paper is to offer a quick overview of some applications of the theory of viscosity solutions of Hamilton-Jacobi-Bellman equations connected to nonlinear optimal control problems.

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Dolcetta, I.C. (1998). Hamilton-Jacobi-Bellman Equations and Optimal Control. In: Schmidt, W.H., Heier, K., Bittner, L., Bulirsch, R. (eds) Variational Calculus, Optimal Control and Applications. International Series of Numerical Mathematics, vol 124. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8802-8_13

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  • DOI: https://doi.org/10.1007/978-3-0348-8802-8_13

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-9780-8

  • Online ISBN: 978-3-0348-8802-8

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