A numerical approach to the infinite horizon problem of deterministic control theory

From MaRDI portal
Revision as of 10:26, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:752463

DOI10.1007/BF01442644zbMath0715.49023MaRDI QIDQ752463

Maurizio Falcone

Publication date: 1987

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)




Related Items (58)

Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming ApproachMG-FIM: A Multi-GPU Fast Iterative Method Using Adaptive Domain DecompositionApproximation of control problems involving ordinary and impulsive controlsFast weak–KAM integrators for separable Hamiltonian systemsNumerical schemes for investment models with singular transactionsError Estimates for a Tree Structure Algorithm Solving Finite Horizon Control ProblemsSolving nonlinear dynamic models by iterative dynamic programmingNumerical approximation of the \(H_ \infty\) norm of nonlinear systemsAsset pricing with dynamic programmingOn the role of computation in economic theoryUsing nonlinear model predictive control for dynamic decision problems in economicsNumerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamicsApproximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor FormatsDiscrete dynamic programming and viscosity solutions of the Bellman equationUser’s guide to viscosity solutions of second order partial differential equationsA PDE-Based Method for Shape RegistrationGalerkin approximations of the generalized Hamilton-Jacobi-Bellman equationContinuous and impulse controls differential game in finite horizon with Nash-equilibrium and applicationError estimates for a finite difference scheme associated with Hamilton-Jacobi equations on a junctionEquivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfacesApproximation of solutions of Hamilton-Jacobi equations on the Heisenberg groupError Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming ApproachAn adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equationsNumerical methods for construction of value functions in optimal control problems on an infinite horizonConvergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint methodSmooth dynamics and computation in models of economic growthThe present value of resources with large discount ratesFeedback control of parametrized PDEs via model order reduction and dynamic programming principleSmooth dynamics and computation in models of economic growthUsing dynamic programming with adaptive grid scheme for optimal control problems in economicsA comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problemsA convergent scheme for Hamilton-Jacobi equations on a junction: application to trafficA numerical method for hybrid optimal control based on dynamic programmingNumerical Schemes for Conservation Laws via Hamilton-Jacobi EquationsError estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equationON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMSApproximation of optimal feedback control: a dynamic programming approachAn efficient algorithm for Hamilton-Jacobi equations in high dimensionFully discrete schemes for monotone optimal control problemsError bounds for a numerical solution for dynamic economic modelsAn approximation scheme for the optimal control of diffusion processesStabilizing the Hamiltonian system for constructing optimal trajectoriesLocal Minimization Algorithms for Dynamic Programming EquationsApproximate solutions to the time-invariant Hamilton-Jacobi-Bellman equationComments on ``A numerical approach to the infinite horizon problem of deterministic control theoryCorrigenda: A numerical approach to the infinite horizon problem of deterministic control theoryReconstruction of independent sub-domains for a class of Hamilton–Jacobi equations and application to parallel computingSemi-Lagrangian schemes for linear and fully non-linear diffusion equationsRiemannian Fast-Marching on Cartesian Grids, Using Voronoi's First Reduction of Quadratic FormsRobust shortest path planning and semicontractive dynamic programmingNumerical treatment of a class of optimal control problems arising in economicsOptimal Control with Budget Constraints and ResetsLearning optimal control in deterministic systemsApproximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train FormatSemi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methodsOn the optimal exploitation of interacting resourcesDynamic programming using radial basis functionsA limit theorem for Markov decision processes




Cites Work




This page was built for publication: A numerical approach to the infinite horizon problem of deterministic control theory