Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications : Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou / / by Yves Achdou, Guy Barles, Hitoshi Ishii, Grigory L. Litvinov
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| Autore: |
Achdou Yves
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| Titolo: |
Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications : Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou / / by Yves Achdou, Guy Barles, Hitoshi Ishii, Grigory L. Litvinov
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| Pubblicazione: | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Edizione: | 1st ed. 2013. |
| Descrizione fisica: | 1 online resource (XV, 301 p. 11 illus., 2 illus. in color.) |
| Disciplina: | 515.64 |
| Soggetto topico: | Mathematical optimization |
| Calculus of variations | |
| Differential equations | |
| Mathematics—Data processing | |
| Game theory | |
| Dynamics | |
| Difference equations | |
| Functional equations | |
| Calculus of Variations and Optimization | |
| Differential Equations | |
| Computational Mathematics and Numerical Analysis | |
| Game Theory | |
| Dynamical Systems | |
| Difference and Functional Equations | |
| Persona (resp. second.): | BarlesGuy |
| IshiiHitoshi | |
| LitvinovGrigory L | |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di contenuto: | Finite Difference Methods For Mean Field Games -- An Introduction to the Theory of Viscosity Solutions for First-Order Hamilton-Jacobi Equations and Applications -- A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton-Jacobi Equations -- Idempotent/Tropical Analysis, the Hamilton-Jacobi and Bellman Equations. |
| Sommario/riassunto: | These Lecture Notes contain the material relative to the courses given at the CIME summer school held in Cetraro, Italy from August 29 to September 3, 2011. The topic was "Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications". The courses dealt mostly with the following subjects: first order and second order Hamilton-Jacobi-Bellman equations, properties of viscosity solutions, asymptotic behaviors, mean field games, approximation and numerical methods, idempotent analysis. The content of the courses ranged from an introduction to viscosity solutions to quite advanced topics, at the cutting edge of research in the field. We believe that they opened perspectives on new and delicate issues. These lecture notes contain four contributions by Yves Achdou (Finite Difference Methods for Mean Field Games), Guy Barles (An Introduction to the Theory of Viscosity Solutions for First-order Hamilton-Jacobi Equations and Applications), Hitoshi Ishii (A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton-Jacobi Equations) and Grigory Litvinov (Idempotent/Tropical Analysis, the Hamilton-Jacobi and Bellman Equations). |
| Titolo autorizzato: | Hamilton-Jacobi equations: approximations, numerical analysis and applications |
| ISBN: | 3-642-36433-0 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910438139803321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
C.I.M.E. Foundation Subseries ; ; 2074