Dynamic programming and partial differential equations /
Collection : Mathematics in science and engineering ; . v. 88 Détails physiques : 1 online resource (xi, 204 pages) ISBN :9780120579501 (electronic bk.); 0120579502 (electronic bk.); 9780080955971 (electronic bk.); 0080955975 (electronic bk.); 1282289225; 9781282289222.Includes bibliographical references and indexes.
Front Cover; Dynamic Programming and Partial Differential Equations; Copyright Page; Contents; Preface; CHAPTER 1. INTRODUCTION; CHAPTER 2. QUADRATIC VARIATIONAL PROBLEMS; CHAPTER 3. DYNAMIC PROGRAMMING; CHAPTER 4. THE POTENTIAL EQUATION; CHAPTER 5. DYNAMIC PROGRAMMING AND ELLIPTIC EQUATIONS; CHAPTER 6. INVARIANT IMBEDDING; CHAPTER 7. IRREGULAR REGIONS; CHAPTER 8. SPECIAL COMPUTATIONAL METHODS; CHAPTER 9. UNCONVENTIONAL DIFFERENCE METHODS; CHAPTER 10. PARABOLIC EQUATIONS; CHAPTER 11. NONLI NEAR EQUATIONS AND QUASlLl NEARlZATlON; APPENDIX. COMPUTER PROGRAMS; Author Index; Subject Index.
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Dynamic programming and partial differential equations.
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