An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems

DOI10.1137/18M1203900zbMath1423.49024arXiv1807.11008MaRDI QIDQ5194598

Maurizio Falcone, Alessandro Alla, Luca Saluzzi

Publication date: 16 September 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.11008

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdynamic programmingtree structurefinite horizon optimal control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence theories for optimal control problems involving partial differential equations (49J20)

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Uses Software

• BRENT

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