Approximate solution of the Hamilton-Jacobi-Bellman equation
From MaRDI portal
Publication:5080103
Recommendations
- 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
- Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods.
- An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
- A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation
Cites work
- scientific article; zbMATH DE number 1601817 (Why is no real title available?)
- scientific article; zbMATH DE number 3874483 (Why is no real title available?)
- scientific article; zbMATH DE number 3958638 (Why is no real title available?)
- scientific article; zbMATH DE number 3783507 (Why is no real title available?)
- A novel successive approximation method for solving a class of optimal control problems
- A review of algebraic multigrid
- A robust algebraic multilevel preconditioner for non-symmetricM-matrices
- Accelerating algebraic multigrid solvers on NVIDIA GPUs
- Algebraic analysis of two-grid methods: the nonsymmetric case
- Algebraic multigrid (AMG): Experiences and comparisons
- An approximate-analytical solution for the Hamilton-Jacobi-Bellman equation via homotopy perturbation method
- An efficient gradient projection method for stochastic optimal control problems
- An implicit direct unconditionally stable numerical algorithm for the solution of advection-diffusion equation on a sphere
- Analysis of algebraic multigrid parameters for two-dimensional steady-state heat diffusion equations
- Coarse grid classification: a parallel coarsening scheme for algebraic multigrid methods
- Multi-grid methods for Hamilton-Jacobi-Bellman equations
- Multigrid methods for second-order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs equations
- 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
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation
- On Generalizing the Algebraic Multigrid Framework
- On subgrid multiscale stabilized finite element method for advection-diffusion-reaction equation with variable coefficients
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Performance of algebraic multigrid methods for non-symmetric matrices arising in particle methods
- Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
- Solving a class of fractional optimal control problems by the Hamilton-Jacobi-Bellman equation
- Solving optimal control problem using Hermite wavelet
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
- The finite volume method in computational fluid dynamics. An advanced introduction with OpenFOAM and Matlab
- The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains
- Two Approximations of Solutions of Hamilton-Jacobi Equations
- Viscosity Solutions of Hamilton-Jacobi Equations
Cited in
(9)- The solution of riccati's equation asthe hessian of bellman's function
- Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation
- Dynamic programming deconstructed: transformations of the Bellman equation and computational efficiency
- Initialization of the shooting method via the Hamilton-Jacobi-Bellman approach
- Neural networks for first order HJB equations and application to front propagation with obstacle terms
- Proof of the convergence of the successive approximation algorithm for numerically solving the Hamilton-Jacobi-Bellman equation
- scientific article; zbMATH DE number 6675552 (Why is no real title available?)
- scientific article; zbMATH DE number 4002910 (Why is no real title available?)
- A spectral iterative algorithm for solving constrained optimal control problems with nonquadratic functional
This page was built for publication: Approximate solution of the Hamilton-Jacobi-Bellman equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5080103)