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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.
@article{M2AN_2007__41_3_461_0,
author = {Di Marco, Silvia C. and Gonz\'alez, Roberto L. V.},
title = {Numerical procedure to approximate a singular optimal control problem},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
pages = {461--484},
publisher = {EDP-Sciences},
volume = {41},
number = {3},
year = {2007},
doi = {10.1051/m2an:2007028},
mrnumber = {2355708},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/m2an:2007028/}
}
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 PY - 2007 SP - 461 EP - 484 VL - 41 IS - 3 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/m2an:2007028/ DO - 10.1051/m2an:2007028 LA - en ID - M2AN_2007__41_3_461_0 ER -
%0 Journal Article %A Di Marco, Silvia C. %A González, Roberto L. V. %T Numerical procedure to approximate a singular optimal control problem %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2007 %P 461-484 %V 41 %N 3 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/m2an:2007028/ %R 10.1051/m2an:2007028 %G en %F M2AN_2007__41_3_461_0
Di Marco, Silvia C.; González, Roberto L. V. Numerical procedure to approximate a singular optimal control problem. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 41 (2007) no. 3, pp. 461-484. doi: 10.1051/m2an:2007028
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