An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1488906
- Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method
- Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method
- Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations
- A narrow-stencil finite difference method for approximating viscosity solutions of Hamilton-Jacobi-Bellman equations
Cited in
(31)- Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation
- Numerical Methods for Finding Clustersolutions of Optimal Control Problems
- Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method
- A narrow-stencil finite difference method for approximating viscosity solutions of Hamilton-Jacobi-Bellman equations
- POD-based feedback control of the Burgers equation by solving the evolutionary HJB equation
- Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics
- Ordered upwind methods for static Hamilton–Jacobi equations
- The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains
- Approximate solution of the Hamilton-Jacobi-Bellman equation
- Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm
- Nonlinear optimal control: a numerical scheme based on occupation measures and interval analysis
- A reinsurance and investment game between two insurance companies with the different opinions about some extra information
- A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation
- Dynamic programming viscosity solution approach and its applications to optimal control problems
- Graph-based algorithms for the efficient solution of optimization problems involving monotone functions
- Approximation of optimal feedback control: a dynamic programming approach
- Numerical solution to the optimal feedback control of continuous casting process
- Mean field games of energy storage devices: a finite difference analysis
- On application of an alternating direction method to Hamilton--Jacobin--Bellman equations.
- An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation
- Dynamic programming approach to the numerical solution of optimal control with paradigm by a mathematical model for drug therapies of HIV/AIDS
- Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects
- Fitted finite volume method of three transboundary pollution in Three Gorges Reservoir Area of Chongqing city with emission permits trading by cooperative stochastic differential game
- Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
- An adaptive least-squares collocation radial basis function method for the HJB equation
- A radial basis collocation method for Hamilton-Jacobi-Bellman equations
- Numerical methods for two person games arising from transboundary pollution with emission permit trading
- Viscosity solutions to evolution problems of star-shaped reachable sets
- Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area
- Convergence of an Upwind Finite-Difference Scheme for Hamilton–Jacobi–Bellman Equation in Optimal Control
- Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations
This page was built for publication: An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4489087)
