Numerical procedure to approximate a singular optimal control problem
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Volume 41 (2007) no. 3, p. 461-484

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.

DOI : https://doi.org/10.1051/m2an:2007028
Classification:  49L20,  49L99,  93C15,  65L70
Keywords: multiple solutions, eikonal equation, singular optimal control problems, penalization methods, numerical approximation
@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 - Mod\'elisation Math\'ematique et Analyse Num\'erique},
     publisher = {EDP-Sciences},
     volume = {41},
     number = {3},
     year = {2007},
     pages = {461-484},
     doi = {10.1051/m2an:2007028},
     zbl = {pre05289381},
     mrnumber = {2355708},
     language = {en},
     url = {http://www.numdam.org/item/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 - Modélisation Mathématique et Analyse Numérique, Volume 41 (2007) no. 3, pp. 461-484. doi : 10.1051/m2an:2007028. http://www.numdam.org/item/M2AN_2007__41_3_461_0/

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