Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics

Nonlinear Analysis, Theory, Methods and Applications

Volumn 40, Issue 1, 2000, Pages 279-293

  Huang, C S ^a   Wang, S ^b   Teo, K L ^c  

^a NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; FEEDBACK CONTROL; FINITE DIFFERENCE METHOD; FUNCTIONS; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; PERTURBATION TECHNIQUES; PROBLEM SOLVING; STATE SPACE METHODS;

CONVECTION-DIFFUSION EQUATION; HAMILTON-JACOBI-BELLMAN (HJB) EQUATIONS; MODIFIED METHOD OF CHARACTERISTICS (MMOC);

CONTROL THEORY;

EID: 0034172421     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(00)85016-6     Document Type: Article

References (12)

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