The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains
From MaRDI portal
(Redirected from Publication:2269752)
Recommendations
- An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
- On application of an alternating direction method to Hamilton--Jacobin--Bellman equations.
- Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method
- Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method
- A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation
Cited in
(11)- Resonance, stabilizing feedback controls, and regularity of viscosity solutions of Hamilton-Jacobi-Bellman equations
- Approximate solution of the Hamilton-Jacobi-Bellman equation
- Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
- scientific article; zbMATH DE number 1873052 (Why is no real title available?)
- The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations
- scientific article; zbMATH DE number 4088380 (Why is no real title available?)
- Optimal control of multiple-time delayed systems based on the control parameterization method
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme
- An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation
- Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
- An adaptive least-squares collocation radial basis function method for the HJB equation
This page was built for publication: The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2269752)