|
|||||
|
|
Solving Hamilton—Jacobi—Bellman equations by a modified method of characteristics |
|
| Authors: | C. -S. Huang S. Wang K. L. Teo |
| Affiliation: | a Department of Applied Mathematics, National Sun Yat-sen University, Kaohssiung, Taiwan, R.O.C. b Department of Mathematics and Statistics, The University of Western Australia, Perth, Australia c Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, R.O.C. |
| Abstract: | |
| Keywords: | Optimal feedback control: Hamilton—Jacobi—Bellman equation. Finite difference method Viscosity solution Characteristic method |
| 本文献已被 ScienceDirect 等数据库收录！ | |