A Semi-Lagrangian Scheme for Hamilton-Jacobi-Bellman Equations on Networks.

Elisabetta Carlini Adriano Festa Nicolas Forcadel

Published in: SIAM J. Numer. Anal. (2020)

Keyphrases

hamilton jacobi bellman
optimal control
numerical methods
control problems
mathematical model
nonlinear systems
learning algorithm
differential equations
hamilton jacobi
stochastic control