A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions (Q5421286)
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scientific article; zbMATH DE number 5203147
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English | A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions |
scientific article; zbMATH DE number 5203147 |
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A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions (English)
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22 October 2007
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optimal control problem
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backward algorithm
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characteristics of Bellman equation
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