Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation
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Publication:2656089
DOI10.1016/j.cam.2021.113428zbMath1459.91160OpenAlexW3122296617MaRDI QIDQ2656089
Publication date: 10 March 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113428
Hamilton-Jacobi-Bellman equationstochastic controlfree boundaryinequality state constraintsprojected semismooth Newton
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Uses Software
Cites Work
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