On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming

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Publication:1068354

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DOI10.1007/BF01448394zbMath0582.49019OpenAlexW2145496640MaRDI QIDQ1068354

I. Capuo Dolcetta

Publication date: 1983

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448394

zbMATH Keywords

Hamilton-Jacobi-Bellman equation viscosity solution approximate solutions minimizing sequence infinite-horizon optimal control problem with discount

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Hamilton-Jacobi theories (49L99) Numerical methods in optimal control (49M99)

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