Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm (Q1697735)

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scientific article; zbMATH DE number 6841292
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    Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm
    scientific article; zbMATH DE number 6841292

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      Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm (English)
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      20 February 2018
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      curse of dimensionality
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      Hamilton-Jacobi-Bellman equation
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      optimal feedback control
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      upwind finite difference
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      viscosity solutions
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