A Bellman's equation for minimizing the maximum cost (Q5931828)
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scientific article; zbMATH DE number 1594140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bellman's equation for minimizing the maximum cost |
scientific article; zbMATH DE number 1594140 |
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A Bellman's equation for minimizing the maximum cost (English)
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6 May 2001
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minimax optimal control
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quasi-variational inequalities
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viscosity solution
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numerical solution
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Hamilton-Jacobi-Bellman equation
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optimal cost
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