Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations

Applied Numerical Mathematics

Volumn 56, Issue 9, 2006, Pages 1196-1210

  Bauer, Florian ^a   Grüne, Lars ^a   Semmler, Willi ^b  

^a UNIVERSITY OF BAYREUTH   (Germany)

^b NEW SCHOOL FOR SOCIAL RESEARCH   (United States)

Author keywords

Adaptive discretization; Hamilton Jacobi Bellman equation; Optimal control; Spline interpolation; Viscosity solution

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; HAMILTONIANS; LAGRANGE MULTIPLIERS; THEOREM PROVING;

ADAPTIVE DISCRETIZATION; HAMILTON-JACOBI-BELLMAN EQUATION; OPTIMAL CONTROL; SPLINE INTERPOLATION; VISCOSITY SOLUTION;

INTERPOLATION;

EID: 33745649864     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apnum.2006.03.011     Document Type: Article

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