No CrossRef data available.
Article contents
Numerical procedure to approximate a singular optimal control problem
Published online by Cambridge University Press: 02 August 2007
Abstract
In this work we deal with the numerical solution of aHamilton-Jacobi-Bellman (HJB) equation with infinitely manysolutions. To compute the maximal solution – the optimalcost of the original optimal control problem – we present acomplete discrete method based on the use of some finite elementsand penalization techniques.
Keywords
- Type
- Research Article
- Information
- ESAIM: Mathematical Modelling and Numerical Analysis , Volume 41 , Issue 3 , May 2007 , pp. 461 - 484
- Copyright
- © EDP Sciences, SMAI, 2007