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Stochastic and Differential Games
  • Language: en
  • Pages: 388

Stochastic and Differential Games

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 boo...

Viscosity Solutions and Applications
  • Language: en
  • Pages: 268

Viscosity Solutions and Applications

  • Type: Book
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  • Published: 2006-11-13
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  • Publisher: Springer

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.

Ergodicity, Stabilization, and Singular Perturbations for Bellman-Isaacs Equations
  • Language: en
  • Pages: 90

Ergodicity, Stabilization, and Singular Perturbations for Bellman-Isaacs Equations

"Volume 204, number 960 (fourth of 5 numbers)."

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
  • Language: en
  • Pages: 588

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

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.

Stochastic Analysis, Control, Optimization and Applications
  • Language: en
  • Pages: 660

Stochastic Analysis, Control, Optimization and Applications

In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) lar...

Stochastic and Differential Games
  • Language: en
  • Pages: 380

Stochastic and Differential Games

  • Type: Book
  • -
  • Published: 1999
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  • Publisher: Unknown

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 th...

Mutational and Morphological Analysis
  • Language: en
  • Pages: 460

Mutational and Morphological Analysis

The analysis, processing, evolution, optimization and/or regulation, and control of shapes and images appear naturally in engineering (shape optimization, image processing, visual control), numerical analysis (interval analysis), physics (front propagation), biological morphogenesis, population dynamics (migrations), and dynamic economic theory. These problems are currently studied with tools forged out of differential geometry and functional analysis, thus requiring shapes and images to be smooth. However, shapes and images are basically sets, most often not smooth. J.-P. Aubin thus constructs another vision, where shapes and images are just any compact set. Hence their evolution -- which r...

Asymptotic Behavior of Dynamical and Control Systems Under Perturbation and Discretization
  • Language: en
  • Pages: 248

Asymptotic Behavior of Dynamical and Control Systems Under Perturbation and Discretization

  • Type: Book
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  • Published: 2002
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  • Publisher: Unknown

This text provides an approach to the study of perturbation and discretization effects on the long-time behaviour of dynamical and control systems. It analyzes the impact of time and space discretizations on asymptotically stable attracting sets, attractors and asumptotically controllable sets.

Advances in Dynamic Game Theory
  • Language: en
  • Pages: 722

Advances in Dynamic Game Theory

This collection of selected contributions gives an account of recent developments in dynamic game theory and its applications, covering both theoretical advances and new applications of dynamic games in such areas as pursuit-evasion games, ecology, and economics. Written by experts in their respective disciplines, the chapters include stochastic and differential games; dynamic games and their applications in various areas, such as ecology and economics; pursuit-evasion games; and evolutionary game theory and applications. The work will serve as a state-of-the art account of recent advances in dynamic game theory and its applications for researchers, practitioners, and advanced students in applied mathematics, mathematical finance, and engineering.

Robin Functions for Complex Manifolds and Applications
  • Language: en
  • Pages: 126

Robin Functions for Complex Manifolds and Applications

"Volume 209, number 984 (third of 5 numbers)."