An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations (Q4489087)
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scientific article; zbMATH DE number 1472002
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| English | An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 1472002 |
Statements
An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations (English)
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9 July 2000
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Hamilton-Jacobi-Bellman equations
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upwind finite-difference method
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numerical approximation
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viscosity solutions
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optimal feedback control
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0.9085542559623718
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0.8644660711288452
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0.8524472713470459
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