This book gives a self-contained and systematic exposition of the major optimal control theory for continuous-time stochastic diffusion processes, including the Pontryagin type maximum principle (MP) featuring second-order adjoint equations, the Bellman dynamic programming (DP) …
This book describes the Hamilton-Jacobi formalism of quantum mechanics, which allows computation of eigenvalues of quantum mechanical potential problems without solving for the wave function. The examples presented include exotic potentials such as quasi-exactly solvable models …
This book describes the Hamilton-Jacobi formalism of quantum mechanics, which allows computation of eigenvalues of quantum mechanical potential problems without solving for the wave function. The examples presented include exotic potentials such as quasi-exactly solvable models …
"This is a large book with an abundance of topics. I think it well to present something of a guided tour for the prospective reader. Before that, though, allow a bit of advice from an old hand at learning mathematics and physics. The strict training of many students of mathemati…
The Hamilton-Jacobi equation (HJE) arose early in the last century in the study of the calculus of variation, classical mechanics and Hamiltonian systems. Recently, there has been a renewed interest in HJEs arising in various analysis and synthesis problems in systems theory. Th…