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Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications [electronic resource] : Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou / by Yves Achdou, Guy Barles, Hitoshi Ishii, Grigory L. Litvinov.

By: Contributor(s): Series: Lecture Notes in Mathematics ; 2074Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013Description: XV, 301 p. 11 illus., 2 illus. in color. online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783642364334
Subject(s): Additional physical formats: Printed edition:: No titleDDC classification:
  • 515.64 23
LOC classification:
  • QA315-316
  • QA402.3
  • QA402.5-QA402.6
Online resources:
Contents:
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.
In: Springer eBooksSummary: 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).
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E-Books E-Books Central Library, IISER Bhopal 515.64 (Browse shelf(Opens below)) Not for loan

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.

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).

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