Approximate solution of the Hamilton-Jacobi-Bellman equation
From MaRDI portal
Publication:5080103
DOI10.22124/jmm.2021.18386.1579OpenAlexW3186156882MaRDI QIDQ5080103
Sohrab Effati, Orimi Atefeh Gooran, Mohammad Hadi Farahi
Publication date: 31 May 2022
Full work available at URL: https://jmm.guilan.ac.ir/article_4839_8da028ce312fa3bc396e2abe2dbb251e.pdf
finite volume methodconvection-diffusion equationalgebraic multigrid methodoptimal control problemsHamilton-Jacobi-Bellman (HJB) equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Analysis of algebraic multigrid parameters for two-dimensional steady-state heat diffusion equations
- Algebraic multigrid (AMG): Experiences and comparisons
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation
- Multi-grid methods for Hamilton-Jacobi-Bellman equations
- Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method
- Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
- An approximate-analytical solution for the Hamilton-Jacobi-Bellman equation via homotopy perturbation method
- Accelerating algebraic multigrid solvers on NVIDIA GPUs
- The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains
- Solving optimal control problem using Hermite wavelet
- On subgrid multiscale stabilized finite element method for advection-diffusion-reaction equation with variable coefficients
- An implicit direct unconditionally stable numerical algorithm for the solution of advection-diffusion equation on a sphere
- The finite volume method in computational fluid dynamics. An advanced introduction with OpenFOAM and Matlab
- Multigrid Methods for Second Order Hamilton--Jacobi--Bellman and Hamilton--Jacobi--Bellman--Isaacs Equations
- Algebraic analysis of two-grid methods: The nonsymmetric case
- Performance of algebraic multigrid methods for non-symmetric matrices arising in particle methods
- Two Approximations of Solutions of Hamilton-Jacobi Equations
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Coarse grid classification: a parallel coarsening scheme for algebraic multigrid methods
- Viscosity Solutions of Hamilton-Jacobi Equations
- Solving a class of fractional optimal control problems by the Hamilton–Jacobi–Bellman equation
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems
- On Generalizing the Algebraic Multigrid Framework
- A robust algebraic multilevel preconditioner for non-symmetricM-matrices
- A Novel Successive Approximation Method for Solving a Class of Optimal Control Problems
- Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
- Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- A review of algebraic multigrid
This page was built for publication: Approximate solution of the Hamilton-Jacobi-Bellman equation