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A two-step method for solving singular control problems - MaRDI portal

A two-step method for solving singular control problems (Q6138280)

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scientific article; zbMATH DE number 7734280
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English
A two-step method for solving singular control problems
scientific article; zbMATH DE number 7734280

    Statements

    title
    A two-step method for solving singular control problems (English)
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    author
    Q6138279
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    publication date
    5 September 2023
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    zbMATH Keywords
    dynamic optimisation
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    iterative dynamic programming
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    heuristic method
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    singular control
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    Pontryagin's maximum principle
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    penalty function
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    cites work
    Q3241581
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    Q4361700
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    Q4954181
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    Q3285814
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    Identifiers

    Mathematics Subject Classification ID
    93C15
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    49J15
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    49L20
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    92C75
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    92C50
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    zbMATH DE Number
    7734280
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    OpenAlex ID
    W4283216634
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