This book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of HamiltonJacobi type and its interplay with Bellman's dynamic programming approach to optimal control and differential games. This is an affordable new softcover edition of a bestselling text replete with exercises. 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.

An affordable new softcover edition of a bestselling text Replete with exercises Comprehensive bibliography contains over 530 references For a broad audience of graduate students and researchers in mathematics, engineering, and optimal control May be used as a textbook in a graduate course on optimal control theory

Inhalt
Outline of the main ideas on a model problem.- Continuous viscosity solutions of Hamilton-Jacobi equations.- Optimal control problems with continuous value functions: unrestricted state space.- Optimal control problems with continuous value functions: restricted state space.- Discontinuous viscosity solutions and applications.- Approximation and perturbation problems.- Asymptotic problems.- Differential Games.