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zbMath1184.49031MaRDI QIDQ3408239

Elina M. Mancinelli, Laura S. Aragone

Publication date: 25 February 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equation viscosity solution numerical solution singular controls iterative constructive method

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25)

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