Numerical methods for construction of value functions in optimal control problems on an infinite horizon (Q5134242)

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scientific article; zbMATH DE number 7274525
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Numerical methods for construction of value functions in optimal control problems on an infinite horizon
scientific article; zbMATH DE number 7274525

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    Numerical methods for construction of value functions in optimal control problems on an infinite horizon (English)
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    16 November 2020
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    optimal control
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    generalized solutions of Hamilton-Jacobi equations
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    value function
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    approximation schemes
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    backward procedures
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