摘要:We deal here with a Hamilton-Jacobi-Bellman (HJB) equation with infinite solutions. This multiplicity gives rise to a couple of closely related tasks: the identification of an special solution among all the solutions, and the use of unconventional techniques to obtain approximated solutions which converge to the chosen solution. In this paper we present some results concerning the numerical solution.
其他摘要:We deal here with a Hamilton-Jacobi-Bellman (HJB) equation with infinite solutions. This multiplicity gives rise to a couple of closely related tasks: the identification of an special solution among all the solutions, and the use of unconventional techniques to obtain approximated solutions which converge to the chosen solution. In this paper we present some results concerning the numerical solution.