Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations

DOI10.1137/1.9781611973051zbMath1335.65001OpenAlexW4210840654MaRDI QIDQ5262912

Maurizio Falcone, Roberto G. Ferretti

Publication date: 10 July 2015

Full work available at URL: https://doi.org/10.1137/1.9781611973051

Numerical optimization and variational techniques (65K10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) Hamilton-Jacobi equations (35F21)

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