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Convergence Properties of the Newton-Kantorovich Iteration for the Hamilton-Jacobi-Bellman Equation.
Costas Kravaris
Dimitra Mousavere
Published in:
CDC/ECC (2005)
Keyphrases
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hamilton jacobi bellman
optimal control
convergence rate
nonlinear systems
control problems
mathematical model
convergence speed
hamilton jacobi
objective function
optimal solution