Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting (Q4923473)
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scientific article; zbMATH DE number 6165820
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| English | Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting |
scientific article; zbMATH DE number 6165820 |
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24 May 2013
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linear programming
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optimal control problems
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numerical solution
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HJB inequality
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duality
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semi-infinite linear programming
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discounted occupational measures
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0.8194945454597473
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0.8103185296058655
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0.8082441687583923
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0.7964914441108704
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