A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines (Q466457)

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scientific article; zbMATH DE number 6361702
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    A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines
    scientific article; zbMATH DE number 6361702

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      A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines (English)
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      27 October 2014
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      optimal feedback control
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      Hamilton-Jacobi-Bellman equation
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      adaptive dynamic programming
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      splines
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      collocation method
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