Modern Birkhäuser Classics; Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations; Copyright; Contents; Preface; Basic notations; CHAPTER I Outline of the main ideas on a model problem; CHAPTER II Continuous viscosity solutions of Hamilton-Jacobi equations; CHAPTER III Optimal control problems with continuous value functions: unrestricted state space; CHAPTER IV Optimal control problems with continuous value functions: restricted state space; CHAPTER V Discontinuous viscosity solutions and applications; CHAPTER VI Approximation and perturbation problems
CHAPTER VII Asymptotic problemsCHAPTER VIII Differential Games; APPENDIX A Numerical Solution of Dynamic Programming Equations; APPENDIX B Nonlinear H∞ control; Bibliography; Index
