The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains
Document Type
Journal Article
Publisher
American Institute of Mathematical Sciences
Faculty
Faculty of Computing, Health and Science
School
School of Engineering
RAS ID
10192
Abstract
A number of numerical methods for solving optimal feedback control problems are based on the viscosity approximation to the Hamilton-Jacobi- Bellman (HJB) equation, with artificial boundary conditions defined on an extended domain. An upper bound for this extended domain is established, ensuring that the approximate solution converges to the viscosity solution of the HJB equation on some pre-defined domain of interest
DOI
10.3934/jimo.2010.6.161
Comments
Richardson, S. J., & Wang, S. (2010). The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains. Journal of Industrial and Management Optimization, 6(1), 161-175. Available here