Singular dynamics for semiconcave functions
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Piermarco Cannarsa, Yifeng Yu (2009)
Journal of the European Mathematical Society
P-L. Lions (1983/1984)
Séminaire Équations aux dérivées partielles (Polytechnique)
Mohsen Mehrali-Varjani, Mostafa Shamsi, Alaeddin Malek (2018)
Kybernetika
This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) problem which appears in feedback solution of the optimal control problems. In this method, first, by using Chebyshev pseudospectral spatial discretization, the HJB problem is converted to a system of ordinary differential equations with terminal conditions. Second, the time-marching Runge-Kutta method is used to solve the corresponding system of differential equations. Then, an approximate solution for the HJB problem...
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