scientific article; zbMATH DE number 5674950
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Publication:3408239
zbMATH Open1184.49031MaRDI QIDQ3408239FDOQ3408239
Elina M. Mancinelli, L. S. Aragone
Publication date: 25 February 2010
Title of this publication is not available (Why is that?)
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numerical solutionHamilton-Jacobi-Bellman equationviscosity solutionsingular controlsiterative constructive method
Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) Optimal stochastic control (93E20)
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