Browsing Mathematics (Faculty of) by Subject "Hamilton-Jacobi-Bellman equations"
Now showing items 1-1 of 1
-
Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications
(University of Waterloo, 2019-08-26)Hamilton-Jacobi-Bellman (HJB) equations are nonlinear controlled partial differential equations (PDEs). In this thesis, we propose various numerical methods for HJB equations arising from three specific applications. First, ...