An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations (Q4489087)
From MaRDI portal
scientific article; zbMATH DE number 1472002
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
9 July 2000
0 references
Hamilton-Jacobi-Bellman equations
0 references
upwind finite-difference method
0 references
numerical approximation
0 references
viscosity solutions
0 references
optimal feedback control
0 references
