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Stochastic and Differential Games, 1

Theory and Numerical Methods

Jezik AngleščinaAngleščina
Knjiga Mehka
Knjiga Stochastic and Differential Games, 1 Martino Bardi
Koda Libristo: 02010747
Založba Springer, Berlin, december 2012
The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with th... Celoten opis
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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.

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O knjigi

Polni naslov Stochastic and Differential Games, 1
Jezik Angleščina
Vezava Knjiga - Mehka
Datum izida 2012
Število strani 381
EAN 9781461272083
ISBN 1461272084
Koda Libristo 02010747
Založba Springer, Berlin
Teža 611
Mere 155 x 235 x 21
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