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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
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This 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, as it developed after the beginning of the 1980s with the pioneering work of M. Crandall and P.L. Lions.§The book will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. In particular, it will appeal to system theorists wishing to learn about a mathematical theory providing a correct framework for the classical method of dynamic programming as well as mathematicians interested in new methods for first-order nonlinear PDEs. 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.
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