Stable Numerical Schemes for Solving Hamilton-Jacobi-Bellman-Isaacs Equations
Stable Numerical Schemes for Solving Hamilton-Jacobi-Bellman-Isaacs Equations
复制标题
求解 Hamilton-Jacobi-Bellman-Isaacs 方程的稳定数值方案
DOI：
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发表时间：
2011
影响因子：
3.1
通讯作者：
V. Turova
中科院分区：
文献类型：
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作者：
N. Botkin;K. Hoffmann;V. Turova
提出了求解R^n中Hamilton-Jacobi-Bellman-Isaacs方程的稳定逼近格式。基于这种近似的数值程序的效率证明了解决几个微分游戏在两个，三个，和四个维度。
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.