Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
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Publication:1570932
DOI10.1016/S0362-546X(00)85016-6zbMath0959.49021MaRDI QIDQ1570932
Chieh-Sen Huang, Songgui Wang, Kok Lay Teo
Publication date: 23 April 2001
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
optimal controlHamilton-Jacobi-Bellman equationnumerical methodviscosity solutionconvection-diffusion equationviscosity approximation
Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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Cites Work
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