An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/130932284
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1. An Ordered Upwind Method with Precomputed Stencil and Monotone Node Acceptance for Solving Static Convex Hamilton-Jacobi Equations
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3. Some Convergence Results for Howard's Algorithm
4. Stable Numerical Schemes for Solving Hamilton–Jacobi–Bellman–Isaacs Equations
5. A Patchy Dynamic Programming Scheme for a Class of Hamilton--Jacobi--Bellman Equations
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