Two semi-Lagrangian fast methods for Hamilton-Jacobi-Bellman equations (Q2950097)
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scientific article; zbMATH DE number 6489718
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| English | Two semi-Lagrangian fast methods for Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 6489718 |
Statements
Two Semi-Lagrangian Fast Methods for Hamilton-Jacobi-Bellman Equations (English)
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6 October 2015
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single-pass methods
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fast iterative method
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fast sweeping method
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fast marching method
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numerical example
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Hamilton-Jacobi-Bellman equation
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algorithm
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0.810083270072937
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0.7999619841575623
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0.7911494970321655
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0.7873777151107788
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0.7863180637359619
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