Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
Publication:1570932
DOI10.1016/S0362-546X(00)85016-6zbMath0959.49021MaRDI QIDQ1570932
Chieh-Sen Huang, Songgui Wang, Kok Lay Teo
Publication date: 23 April 2001
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
optimal controlHamilton-Jacobi-Bellman equationnumerical methodviscosity solutionconvection-diffusion equationviscosity approximation
Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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- Verification theorems within the framework of viscosity solutions
- A time-discretization procedure for a mixed finite element approximation of miscible displacement in porous media
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- On a new principle of superposition for optimization problems
- Viscosity Solutions of Hamilton-Jacobi Equations
- Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures
- An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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