Application of variational iteration method for Hamilton-Jacobi-Bellman equations
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Publication:358041
DOI10.1016/J.APM.2012.08.013zbMATH Open1270.49004OpenAlexW2100571430MaRDI QIDQ358041FDOQ358041
B. Kafash, S. M. Karbassi, A. Delavarkhalafi
Publication date: 15 August 2013
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0307904X12004696
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- Numerical solution of some initial optimal control problems using the reproducing kernel Hilbert space technique
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- Determining an unknown boundary condition by an iteration method
- Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format
- Modified homotopy perturbation method for optimal control problems using the Padé approximant
- Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems II
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- Variational optimisation by the solution of a series of Hamilton-Jacobi equations
- A spectral iterative algorithm for solving constrained optimal control problems with nonquadratic functional
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