Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

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Authors

Italo Capuzzo-Dolcetta · Sapienza University of Rome

Abstract

The purpose of the present book is to offer an up-to-date account of the theory of viscosity solutions of first order partial differential equations of Hamilton-Jacobi type and its applications to opt

Topics & Keywords

Optimization and Variational Analysis Stochastic processes and financial applications

Publication Details

Published in: Birkhäuser Boston eBooks

DOI: 10.1007/978-0-8176-4755-1

Field-Weighted Citation Impact: 14.37

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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

Authors

Abstract

Topics & Keywords

Publication Details