| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4628794 | Applied Mathematics and Computation | 2013 | 9 Pages |
Abstract
In this paper, we have given the proof of an algorithm which transforms the Hamilton–Jacobi–Bellman equation HJBE in its implicit form, to a set of explicit ODE’s for the value function V. Once V is known, the optimal control may be computed in feedback form from the HJBE.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
M’hamed Kesri,