Discrete time high-order schemes for viscosity solutions of Hamilton- Jacobi-Bellman equations

DOI10.1007/s002110050031zbMath0791.65046OpenAlexW1995720627MaRDI QIDQ1326378

Roberto G. Ferretti, Maurizio Falcone

Publication date: 7 July 1994

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050031

zbMATH Keywords

optimal controlconvergencedynamic programmingviscosity solutionnumerical examplesfirst order Hamilton-Jacobi-Bellman equationshigh-order approximation schemes

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Hamilton-Jacobi theories (49L99)

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