Differential Games Optimal Control And Directional Derivatives Of Viscosity Solutions Of Bellmans And Isaacs Equations
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Author | : Jiongmin Yong |
Publisher | : World Scientific |
Total Pages | : 337 |
Release | : 2014-12-05 |
Genre | : Mathematics |
ISBN | : 9814596248 |
This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic theory for two-person games. For dynamic situations, the author first recalls control theory which is treated as single-person differential games. Then a systematic theory of two-person differential games is concisely presented, including evasion and pursuit problems, zero-sum problems and LQ differential games.The book is intended to be self-contained, assuming that the readers have basic knowledge of calculus, linear algebra, and elementary ordinary differential equations. The readership of the book could be junior/senior undergraduate and graduate students with majors related to applied mathematics, who are interested in differential games. Researchers in some other related areas, such as engineering, social science, etc. will also find the book useful.
Author | : Martino Bardi |
Publisher | : Springer |
Total Pages | : 268 |
Release | : 2006-11-13 |
Genre | : Mathematics |
ISBN | : 3540690433 |
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.
Author | : Kandethody M. Ramachandran |
Publisher | : Springer Science & Business Media |
Total Pages | : 253 |
Release | : 2012-01-05 |
Genre | : Mathematics |
ISBN | : 9491216473 |
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Author | : Martino Bardi |
Publisher | : Springer Science & Business Media |
Total Pages | : 588 |
Release | : 2009-05-21 |
Genre | : Science |
ISBN | : 0817647554 |
This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games. It will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. The work may be used by graduate students and researchers in control theory both as an introductory textbook and as an up-to-date reference book.
Author | : Martino Bardi |
Publisher | : Springer Science & Business Media |
Total Pages | : 388 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461215927 |
The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.
Author | : R.J. Aumann |
Publisher | : Elsevier |
Total Pages | : 824 |
Release | : 1992 |
Genre | : Business & Economics |
ISBN | : 9780444894274 |
This is the second of three volumes surveying the state of the art in Game Theory and its applications to many and varied fields, in particular to economics. The chapters in the present volume are contributed by outstanding authorities, and provide comprehensive coverage and precise statements of the main results in each area. The applications include empirical evidence. The following topics are covered: communication and correlated equilibria, coalitional games and coalition structures, utility and subjective probability, common knowledge, bargaining, zero-sum games, differential games, and applications of game theory to signalling, moral hazard, search, evolutionary biology, international relations, voting procedures, social choice, public economics, politics, and cost allocation. This handbook will be of interest to scholars in economics, political science, psychology, mathematics and biology. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Author | : D. Kannan |
Publisher | : CRC Press |
Total Pages | : 800 |
Release | : 2001-10-23 |
Genre | : Mathematics |
ISBN | : 9780824706609 |
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Author | : Leon Petrosjan |
Publisher | : Nova Publishers |
Total Pages | : 238 |
Release | : 2007 |
Genre | : Mathematics |
ISBN | : 9781594549939 |
This book brings together papers of well-known specialists in game theory and adjacent problems. It presents the basic results in dynamic games, stochastic games, applications of game theoretical methods in ecology and economics and methodological aspects of game theory.
Author | : T.L. Gill |
Publisher | : Springer |
Total Pages | : 194 |
Release | : 2006-11-15 |
Genre | : Mathematics |
ISBN | : 3540477918 |
The original idea of the organizers of the Washington Symposium was to span a fairly narrow range of topics on some recent techniques developed for the investigation of nonlinear partial differential equations and discuss these in a forum of experts. It soon became clear, however, that the dynamical systems approach interfaced significantly with many important branches of applied mathematics. As a consequence, the scope of this resulting proceedings volume is an enlarged one with coverage of a wider range of research topics.
Author | : Tamer Başar |
Publisher | : Springer Science & Business Media |
Total Pages | : 417 |
Release | : 2009-05-21 |
Genre | : Science |
ISBN | : 0817647570 |
This book is devoted to one of the fastest developing fields in modern control theory - the so-called H-infinity optimal control theory. The book can be used for a second or third year graduate level course in the subject, and researchers working in the area will find the book useful as a standard reference. Based mostly on recent work of the authors, the book is written on a good mathematical level. Many results in it are original, interesting, and inspirational. The topic is central to modern control and hence this definitive book is highly recommended to anyone who wishes to catch up with important theoretical developments in applied mathematics and control.