A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions

DOI10.1134/S0081543806050166zbMath1122.49026MaRDI QIDQ5421286

T. B. Tokmantsev, N. N. Subbotina

Publication date: 22 October 2007

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/timm/v12/i1/p208

zbMATH Keywords

optimal control problembackward algorithmcharacteristics of Bellman equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

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