Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem

DOI10.1134/S0081543819010073zbMath1423.49025OpenAlexW2971525921WikidataQ127736447 ScholiaQ127736447MaRDI QIDQ2317216

A. L. Bagno, Alexander Tarasyev

Publication date: 9 August 2019

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543819010073

zbMATH Keywords

Hamilton-Jacobi equationinfinite-horizon optimal control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Related Items

Numerical methods for construction of value functions in optimal control problems on an infinite horizon

Cites Work

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