Approximation of optimal feedback control: a dynamic programming approach

DOI10.1007/s10898-009-9432-0zbMath1185.49030MaRDI QIDQ2268935

Bao-Zhu Guo, Tao-Tao Wu

Publication date: 15 March 2010

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-009-9432-0

zbMATH Keywords

Hamilton-Jacobi-Bellman equation; optimal feedback control; viscosity solution; finite difference

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

34H05: Control problems involving ordinary differential equations

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

65L12: Finite difference and finite volume methods for ordinary differential equations