A splitting algorithm for Hamilton-Jacobi-Bellman equations

DOI10.1016/0168-9274(94)00017-4zbMath0812.65050OpenAlexW2070376330MaRDI QIDQ1339327

Piero Lanucara, Alessandra Seghini, Maurizio Falcone

Publication date: 1 December 1994

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0168-9274(94)00017-4

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdynamic programmingfeedbackdomain decompositionnumerical experimentsoptimal trajectoriesviscosity solutionsdeterministic optimal control problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Hamilton-Jacobi theories (49L99)

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