A numerical approach to the infinite horizon problem of deterministic control theory

Applied Mathematics & Optimization

Volumn 15, Issue 1, 1987, Pages 1-13

  Falcone, M ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER PROGRAMMING - ALGORITHMS; MATHEMATICAL TECHNIQUES - NUMERICAL METHODS;

HAMILTON-JACOBI EQUATION; SEMICONCAVITY ASSUMPTION; VISCOSITY SOLUTION;

CONTROL SYSTEMS;

EID: 0023123237     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/BF01442644     Document Type: Article

References (16)

1. On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
2. Approximate solutions of the Bellman equation of deterministic control theory
3. Viscosity solutions of Hamilton-Jacobi equations
4. Two approximations of solutions of Hamilton-Jacobi equations
5. Some properties of viscosity solutions of Hamilton-Jacobi equations
6. On deterministic control problems: an approximation procedure for the optimal cost, I and II
7. Approximation numerique des equations de Hamilton-Jacobi-Bellman
8. Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems
9. Approximation schemes for viscosity solutions of Hamilton-Jacobi equations