Login / Signup

A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation.

Guanghua ChenGuangming Chen
Published in: Comput. Math. Appl. (2011)
Keyphrases
  • dynamic programming
  • optimal solution
  • optimal control
  • learning algorithm
  • closed form
  • hamilton jacobi bellman
  • state space
  • mathematical model
  • input output
  • hamilton jacobi