On quadratic approximations for Hamilton-Jacobi-Bellman equations

DOI10.1016/J.AUTOMATICA.2016.01.001zbMATH Open1335.93144OpenAlexW2281039077MaRDI QIDQ254587FDOQ254587

Authors: Yumiharu Nakano 

Publication date: 8 March 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.01.001

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zbMATH Keywords

error analysisHamilton-Jacobi-Bellman equationspartial differential equationsquadratic approximationsstochastic control

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic programming (90C15) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cites Work

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Cited In (5)

• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations
• Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation
• Ergodic type Bellman equations of first order with quadratic Hamiltonian
• Observer-based fault detection for uncertain nonlinear systems
• Extension of sufficient optimality conditions in the methods of Weierstrass and of Hamilton-Jacobi-Bellman

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