Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations (Q2813615)
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scientific article; zbMATH DE number 6598083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations |
scientific article; zbMATH DE number 6598083 |
Statements
24 June 2016
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optimal control
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Hamilton-Jacobi-Bellman equation
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finite difference method
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penalty function
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Richardson extrapolation
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Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations (English)
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