Convergence of an Upwind Finite-Difference Scheme for Hamilton–Jacobi–Bellman Equation in Optimal Control

DOI10.1109/TAC.2015.2406976zbMath1360.65218DBLPjournals/tac/SunG15OpenAlexW1974834572WikidataQ56918369 ScholiaQ56918369MaRDI QIDQ2982518

Bao-Zhu Guo, Bing Sun

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2015.2406976

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) PDEs in connection with control and optimization (35Q93)

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