Concepedia

On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming

Italo Capuzzo Dolcetta

Applied Mathematics & Optimization · 1983 · 182 citations · 6 references

DOI

Concepts

References

6

Deterministic and Stochastic Optimal Control.

J. A. Bather, Wendell H. Fleming, Raymond Rishel · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.7K citations

, , +16

Discrete Variable Methods in Ordinary Differential Equations.

A. B. Farnell, Peter Henrici · American Mathematical Monthly · 1962 · 2.1K citations

, , +12

Some properties of viscosity solutions of Hamilton-Jacobi equations

Michael G. Crandall, L. C. Evans, Pierre‐Louis Lions · Transactions of the American Mathematical Society · 1984 · 1.2K citations

, , +13

Optimal Switching for Ordinary Differential Equations

Italo Capuzzo Dolcetta, L. C. Evans · SIAM Journal on Control and Optimization · 1984 · 143 citations

, , +15

On solving certain nonlinear partial differential equations by accretive operator methods

Lawrence C. Evans · Israel Journal of Mathematics · 1980 · 94 citations

, , +11