scientific article; zbMATH DE number 5674950

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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zbMATH Keywords

numerical solutionHamilton-Jacobi-Bellman equationviscosity solutionsingular controlsiterative constructive method

Mathematics Subject Classification ID

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)

Cited In (3)

• Singular Stochastic Control Problems Solved by a Sparse Simplex Method
• On the application of iterative dynamic programming to singular optimal control problems
• Numerical procedure to approximate a singular optimal control problem

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