A radial basis collocation method for Hamilton-Jacobi-Bellman equations

DOI10.1016/j.automatica.2006.07.013zbMath1104.49024OpenAlexW2021828801WikidataQ59416202 ScholiaQ59416202MaRDI QIDQ858964

Chieh-Sen Huang, Songgui Wang, Zi Cai Li, Ching-Shyang Chen

Publication date: 11 January 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.07.013

zbMATH Keywords

Hamilton-Jacobi-Bellman equationoptimal feedback controlcollocation methodfinite difference methodviscosity solutionradial basis functions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cites Work

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• An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations