A collocation-based approach to solve the finite horizon Hamilton-Jacobi-Bellman equation

Michael Mercurio, Nagavenkat Adurthi, Puneet Singla, Manoranjan Majji. A collocation-based approach to solve the finite horizon Hamilton-Jacobi-Bellman equation. In 2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016. pages 3322-3327, IEEE, 2016. [doi]

Abstract

Abstract is missing.