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An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems - MaRDI portal

An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems (Q5194598)

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scientific article; zbMATH DE number 7105502
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An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems
scientific article; zbMATH DE number 7105502

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    An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems (English)
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    16 September 2019
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    dynamic programming
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    Hamilton-Jacobi-Bellman equation
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    finite horizon optimal control
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    tree structure
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