An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation
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Publication:1358131
DOI10.1007/s002110050241zbMath0880.65045OpenAlexW2058212189MaRDI QIDQ1358131
Publication date: 30 June 1997
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://epub.uni-bayreuth.de/5439/1/gruene_num_math_1997.pdf
error estimatesfinite difference methodHamilton-Jacobi-Bellmann equationadaptive grid schemediscrete time control system
Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25)
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