scientific article

zbMath1405.65096MaRDI QIDQ2813615

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Publication date: 24 June 2016

Full work available at URL: http://www.yokohamapublishers.jp/online2/oppjo/vol12/p379.html

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zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationfinite difference methodRichardson extrapolationpenalty function

Mathematics Subject Classification ID

Dynamic programming (90C39) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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