A double-sided dynamic programming approach to the minimum time problem and its numerical approximation

DOI10.1016/j.apnum.2017.06.008zbMath1372.65193OpenAlexW2729973146MaRDI QIDQ2402561

Thuy T. T. Le, Lars Grüne

Publication date: 8 September 2017

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

Full work available at URL: https://doi.org/10.1016/j.apnum.2017.06.008

zbMATH Keywords

Hamilton-Jacobi-Bellman equationnumerical testserror estimateminimum time functionhigh order schemesemi-Lagrangian discretizationsemidiscretiaztionbridge dynamic programming principleerror comparisons

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Hamilton-Jacobi equations (35F21)

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