메뉴 건너뛰기




Volumn 1, Issue , 2000, Pages 570-574

Solution of Hamilton Jacobi Bellman equations

Author keywords

Infinite horizon optimal control; Numerical solution of Hamilton Jacobi Bellman PDE

Indexed keywords

APPROXIMATION THEORY; HAMILTONIANS; LAGRANGE MULTIPLIERS; MAXIMUM PRINCIPLE; NUMERICAL METHODS; ORDINARY DIFFERENTIAL EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS;

EID: 0034439329     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (26)

References (15)
  • 11
    • 0003924011 scopus 로고
    • Numerical methods for stochastic control problems in continuous time
    • Springer-Verlag, New York
    • (1992)
    • Kushner, H.J.1    Dupuis, P.G.2
  • 14
    • 24944496535 scopus 로고    scopus 로고
    • Numerical computation of the optimal feedback law for nonlinear infinite horizon control problems
    • CALCOLO , vol.37 , pp. 97-123
    • Prager, W.1
  • 15
    • 0003661003 scopus 로고    scopus 로고
    • Level set methods and fast marching methods
    • Cambridge University Press
    • (1999)
    • Sethian, J.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.