# Numerical procedure to approximate a singular optimal control problem

Silvia C. Di Marco; Roberto L.V. González

ESAIM: Mathematical Modelling and Numerical Analysis (2007)

- Volume: 41, Issue: 3, page 461-484
- ISSN: 0764-583X

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topDi Marco, Silvia C., and González, Roberto L.V.. "Numerical procedure to approximate a singular optimal control problem." ESAIM: Mathematical Modelling and Numerical Analysis 41.3 (2007): 461-484. <http://eudml.org/doc/250069>.

@article{DiMarco2007,

abstract = { In this work we deal with the numerical solution of a
Hamilton-Jacobi-Bellman (HJB) equation with infinitely many
solutions. To compute the maximal solution – the optimal
cost of the original optimal control problem – we present a
complete discrete method based on the use of some finite elements
and penalization techniques.
},

author = {Di Marco, Silvia C., González, Roberto L.V.},

journal = {ESAIM: Mathematical Modelling and Numerical Analysis},

keywords = {Multiple solutions; eikonal equation;
singular optimal control problems; penalization methods; numerical
approximation.; Hamilton-Jacobi-Bellman equation; maximal solution},

language = {eng},

month = {8},

number = {3},

pages = {461-484},

publisher = {EDP Sciences},

title = {Numerical procedure to approximate a singular optimal control problem},

url = {http://eudml.org/doc/250069},

volume = {41},

year = {2007},

}

TY - JOUR

AU - Di Marco, Silvia C.

AU - González, Roberto L.V.

TI - Numerical procedure to approximate a singular optimal control problem

JO - ESAIM: Mathematical Modelling and Numerical Analysis

DA - 2007/8//

PB - EDP Sciences

VL - 41

IS - 3

SP - 461

EP - 484

AB - In this work we deal with the numerical solution of a
Hamilton-Jacobi-Bellman (HJB) equation with infinitely many
solutions. To compute the maximal solution – the optimal
cost of the original optimal control problem – we present a
complete discrete method based on the use of some finite elements
and penalization techniques.

LA - eng

KW - Multiple solutions; eikonal equation;
singular optimal control problems; penalization methods; numerical
approximation.; Hamilton-Jacobi-Bellman equation; maximal solution

UR - http://eudml.org/doc/250069

ER -

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