* A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems,

This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hami

Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in

Optimization and Operations Research is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which i

This book gives an extensive survey of many important topics in the theory of Hamilton–Jacobi equations with particular emphasis on modern approaches and view