Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations (Q2813615)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations |
scientific article; zbMATH DE number 6598083
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations |
scientific article; zbMATH DE number 6598083 |
Statements
24 June 2016
0 references
optimal control
0 references
Hamilton-Jacobi-Bellman equation
0 references
finite difference method
0 references
penalty function
0 references
Richardson extrapolation
0 references
Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations (English)
0 references
0.8620491027832031
0 references
0.8524472713470459
0 references
0.8393434286117554
0 references
0.8242214322090149
0 references
