Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods.

DOI10.14736/KYB-2018-4-0629zbMATH Open1449.49007OpenAlexW2893158512MaRDI QIDQ4558744FDOQ4558744

Authors: Mohsen Mehrali-Varjani, M. Shamsi, Alaeddin Malek 

Publication date: 29 November 2018

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/147415

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationnonlinear optimal controlpseudospectral method

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Existence theories for optimal control problems involving partial differential equations (49J20) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Uses Software

• Matlab
• ode45

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