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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Language: en
Pages: 588
Authors: Martino Bardi
Categories: Science
Type: BOOK - Published: 2009-05-21 - Publisher: Springer Science & Business Media

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This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type an
Hamilton-Jacobi-Bellman Equations
Language: en
Pages: 261
Authors: Dante Kalise
Categories: Mathematics
Type: BOOK - Published: 2018-08-06 - Publisher: Walter de Gruyter GmbH & Co KG

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Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, the application
Hamilton-Jacobi-Bellman Equations
Language: en
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Authors: Dante Kalise
Categories: Mathematics
Type: BOOK - Published: 2018-08-06 - Publisher: Walter de Gruyter GmbH & Co KG

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Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, the application
Data-Driven Science and Engineering
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A textbook covering data-science and machine learning methods for modelling and control in engineering and science, with Python and MATLAB®.
Stochastic Controls
Language: en
Pages: 459
Authors: Jiongmin Yong
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic