Title
Stable Numerical Schemes for Solving Hamilton-Jacobi-Bellman-Isaacs Equations
Abstract
Stable approximation schemes for solving Hamilton-Jacobi-Bellman-Isaacs equations in $R^n$ are proposed. The efficiency of numerical procedures based on such approximations is demonstrated by solving several differential games in two, three, and four dimensions.
Year
DOI
Venue
2011
10.1137/100801068
SIAM J. Scientific Computing
Keywords
Field
DocType
stable numerical schemes,stable approximation scheme,hamilton-jacobi-bellman-isaacs equation,hamilton-jacobi-bellman-isaacs equations,differential game,numerical procedure
Mathematical optimization,Finite difference scheme,Mathematical analysis,Numerical partial differential equations,Differential game,Numerical stability,Mathematics,Hamilton jacobi
Journal
Volume
Issue
ISSN
33
2
1064-8275
Citations 
PageRank 
References 
9
1.46
1
Authors
3
Name
Order
Citations
PageRank
Nikolai D. Botkin1219.26
Karl-Heinz Hoffmann2225.86
Varvara L. Turova3219.05