Max-Plus Methods for Nonlinear Control and Estimation

• Max-Plus Analysis.- Dynamic Programming and Viscosity Solutions.- Max-Plus Eigenvector Method for the Infinite Time-Horizon Problem.- Max-Plus Eigenvector Method Error Analysis.- A Semigroup Construction Method.- Curse-of-Dimensionality-Free Method.- Finite Time-Horizon Application: Nonlinear Filtering.- Mixed L?/L2 Criteria.

"As is well known, control and estimation of continuous time and continuous space nonlinear systems are difficult to handle. One frequently uses dynamic programming methods to treat such problems. Central to this approach are solutions of the associated Hamilton-Jacobi-Bellman (HJB) equations. The book under review is motivated by solutions of such problems... The entire book is divided into nine chapters and an appendix. Chapter 1 provides an introduction, and states why the problem to be studied and methods are needed. Concepts of max-plus methods are also provided... All in all, this is a nicely written book that introduces important topics." -Mathematical Reviews "This outstanding book discusses new theoretical approaches to the study of the control and estimation of continuous-time/continuous-space nonlinear systems to be a challenging problem...This book is the first to provide, within a unified framework, a self-contained comprehensive mathematical theory of the max-plus algebra and some basics of functional analysis over the max-plus algebra...The volume is primarily addressed to applied mathematicians...However, the book will also be useful for scientists from the application areas, in particular, applied scientists from engineering and physics." (Jan Lovisek, Zentralblatt MATH, Vol. 1103 (5), 2007)