Upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations

IMA Journal of Mathematical Control and Information

Volumn 17, Issue 2, 2000, Pages 167-178

  Wang, S ^a,b,c   Gao, F ^c   Teo, K L ^b,c  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b CURTIN UNIVERSITY   (Australia)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; CONSTRAINT THEORY; FEEDBACK CONTROL; FINITE DIFFERENCE METHOD; PROBLEM SOLVING;

HAMILTON-JACOBI-BELLMAN EQUATIONS;

OPTIMAL CONTROL SYSTEMS;

EID: 0033719001     PISSN: 02650754     EISSN: None     Source Type: Journal    
DOI: 10.1093/imamci/17.2.167     Document Type: Article

References (11)

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3. CRANDALL, M. G.,EVANS, L. C., & LIONS, P. L. 1984 Some properties of viscosity solutions of Hamilton - Jacobi equations. Trans AMS 282, 487-502.
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5. LIONS, P. L. 1982 Generalised solutions of Hamilton-Jacobi equations. Pitman Research Notes in Mathematics, vol. 69.
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