A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation

DOI10.3934/ERA.2021046zbMath1478.49026OpenAlexW3176947955MaRDI QIDQ2055175

Bing Sun, Zhen-Zhen Tao

Publication date: 3 December 2021

Published in: Electronic Research Archive (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/era.2021046

zbMATH Keywords

interpolationHamilton-Jacobi-Bellman equationoptimal feedback controldynamic programmingviscosity solutionupwind finite difference scheme

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Numerical interpolation (65D05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDE constrained optimization (numerical aspects) (49M41)

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