Fully discrete schemes for monotone optimal control problems

DOI10.1007/s40314-016-0384-yzbMath1396.49006OpenAlexW2963364340MaRDI QIDQ725733

Lisandro A. Parente, Eduardo A. Philipp, Laura S. Aragone

Publication date: 2 August 2018

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11336/61037

zbMATH Keywords

numerical solutionsHJB variational inequalitymonotone optimal control problems

Mathematics Subject Classification ID

Variational inequalities (49J40) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)

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