Numerical methods for construction of value functions in optimal control problems with infinite horizon
Author:
Publisher
Elsevier BV
Subject
Control and Systems Engineering
Reference14 articles.
1. A differential game of unlimited duration;Adiatulina;J. Appl. Math. Mech.,1987
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3. Viability Theory;Aubin,1991
4. Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions;Aseev;Proc. Steklov Inst. Math.,2015
5. Estimate for the Accuracy of a Backward Procedure for the HamiltonJacobi Equation in an Infinite-Horizon Optimal Control Problem;Bagno;Proc. Steklov Inst. Math.,2019
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1. Realization of grid approximation schemes for Hamilton–jacobi equations in economic growth models;AIP Conference Proceedings;2023
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