Iterative computational approach to the solution of the Hamilton-Jacobi-Bellman-Isaacs equation in nonlinear optimal control
DOI10.1007/s11768-018-7079-4zbMath1413.65392OpenAlexW3023761544MaRDI QIDQ4688052
Publication date: 22 October 2018
Published in: Control Theory and Technology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11768-018-7079-4
successive approximation methodRiccati equationfixed-point theorybounded continuous functionsvector identityHamilton-Jacobi-Bellman-lsaac equation
Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Existence theories for optimal control problems involving partial differential equations (49J20) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)
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