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A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions - MaRDI portal

A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions (Q5421286)

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scientific article; zbMATH DE number 5203147
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A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions
scientific article; zbMATH DE number 5203147

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    A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions (English)
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    22 October 2007
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    optimal control problem
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    backward algorithm
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    characteristics of Bellman equation
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