An Iterative Algorithm for Solving Hamilton--Jacobi Type Equations
نویسندگان
چکیده
منابع مشابه
Convergence of an iterative algorithm for solving Hamilton-Jacobi type equations
Solutions of the optimal control and H∞-control problems for nonlinear affine systems can be found by solving Hamilton-Jacobi equations. However, these first order nonlinear partial differential equations can, in general, not be solved analytically. This paper studies the rate of convergence of an iterative algorithm which solves these equations numerically for points near the origin. It is sho...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2000
ISSN: 1064-8275,1095-7197
DOI: 10.1137/s1064827598344315