Numerical procedure to approximate a singular optimal control problem
نویسندگان
چکیده
منابع مشابه
Numerical Procedure to Approximate a Singular Optimal Control Problem
In this work we deal with the numerical solution of a Hamilton-Jacobi-Bellman (HJB) equation with infinitely many solutions. To compute the maximal solution – the optimal cost of the original optimal control problem – we present a complete discrete method based on the use of some finite elements and penalization techniques. Mathematics Subject Classification. 49L20, 49L99, 93C15, 65L70. Receive...
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ژورنال
عنوان ژورنال: ESAIM: Mathematical Modelling and Numerical Analysis
سال: 2007
ISSN: 0764-583X,1290-3841
DOI: 10.1051/m2an:2007028