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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 55, 2006 - Issue 1-2: Issue: In Celebration of Prof. Dr. N.U. Ahmed's 70th Birthday, Guest Editors: Kok Lay Teo, Xin Min Yang and Alexander M. Rubinov
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Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method

S. Richardson School of Mathematics and Statistics, University of Western Australia, 35 Stirling Hwy, Crawley 6009, Australia
&
S. Wang School of Mathematics and Statistics, University of Western Australia, 35 Stirling Hwy, Crawley 6009, AustraliaCorrespondence[email protected]
Pages 121-140 | Received 20 Oct 2004, Accepted 21 Mar 2005, Published online: 11 Oct 2011

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Esmaeil Sharifi & Christopher J. Damaren. (2021) A numerical approach to hybrid nonlinear optimal control. International Journal of Control 94:12, pages 3349-3362.
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Articles from other publishers (15)

Jiamian Lin, Xi Li, SingRu (Celine) Hoe & Zhongfeng Yan. (2023) A Generalized Finite Difference Method for Solving Hamilton–Jacobi–Bellman Equations in Optimal Investment. Mathematics 11:10, pages 2346.
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Atefeh Gooran Orimi, Sohrab Effati & Mohammad Hadi Farahi. (2022) A suboptimal control of linear time-delay problems via dynamic programming. IMA Journal of Mathematical Control and Information 39:2, pages 675-707.
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Mo Zhou, Jiequn Han & Jianfeng Lu. (2021) Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks. SIAM Journal on Scientific Computing 43:6, pages A4043-A4066.
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Hidekazu Yoshioka & Yuta Yaegashi. (2019) A growth rate control problem of harmful species population and its application to algae bloom. Environment Systems and Decisions 40:1, pages 107-124.
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Hidekazu Yoshioka, Yuta Yaegashi, Yumi Yoshioka & Kunihiko Hamagami. (2019) Hamilton–Jacobi–Bellman Quasi-Variational Inequality arising in an environmental problem and its numerical discretization. Computers & Mathematics with Applications 77:8, pages 2182-2206.
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Hidekazu Yoshioka, Yuta Yaegashi, Yumi Yoshioka, Kunihiko Hamagami, Masayuki Fujihara & Kentaro Tsugihashi. (2018) Dynamic Decision-Making Model for Stochastic Population Management with Scheduled Inspections. Dynamic Decision-Making Model for Stochastic Population Management with Scheduled Inspections.
Hidekazu Yoshioka, Kotaro Fukada & Ichiro Kita. (2017) Numerical methods to simulate moisture dynamics in fibrous sheet. Journal of Mathematics in Industry 7:1.
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Bao-Zhu Guo & Bing Sun. (2012) Dynamic programming approach to the numerical solution of optimal control with paradigm by a mathematical model for drug therapies of HIV/AIDS. Optimization and Engineering 15:1, pages 119-136.
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H. Alwardi, S. Wang & L. S. Jennings. (2012) An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation. Journal of Global Optimization 56:4, pages 1361-1373.
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Hidekazu Yoshioka & Koichi Unami. (2013) A cell-vertex finite volume scheme for solute transport equations in open channel networks. Probabilistic Engineering Mechanics 31, pages 30-38.
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Gregory Lantoine & Richard Epenoy. (2012) Quadratically Constrained Linear-Quadratic Regulator Approach for Finite-Thrust Orbital Rendezvous. Journal of Guidance, Control, and Dynamics 35:6, pages 1787-1797.
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H. Alwardi, S. Wang, L. S. Jennings & S. Richardson. (2011) An adaptive least-squares collocation radial basis function method for the HJB equation. Journal of Global Optimization 52:2, pages 305-322.
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Rajnish Sharma, Srinivas R. Vadali & John E. Hurtado. (2011) Optimal Nonlinear Feedback Control Design Using a Waypoint Method. Journal of Guidance, Control, and Dynamics 34:3, pages 698-705.
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Chris McCrate, Srinivas Vadali & Raktim Bhattacharya. (2010) Higher Order Methods for Determining Optimal Controls and Their Sensitivities. Higher Order Methods for Determining Optimal Controls and Their Sensitivities.
Steven Richardson, Song Wang & Les S. Jennings. (2008) A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems. Automatica 44:4, pages 1149-1155.
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