| Iterative upwind finite difference method with completed Richadson extrapolation for state-constrained HJB equations (PJO) |
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Volume 12
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Number 2
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pp. 379-397
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| Iterative upwind finite difference method with completed Richadson extrapolation for state-constrained HJB equations |
| Hartono, L.S. Jennings and S. Wang |
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Mathematices Subject Classification |
| optimal control, Hamilton-Jacobi-Bellman equation, finite difference method, penalty function, Richardson extrapolation |
65M06, 49L25, 90C39 |
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| Copyright© 2016 Yokohama Publishers |
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