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A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions

✍ Scribed by N. N. Subbotina; T. B. Tokmantsev

Book ID
110189786
Publisher
SP MAIK Nauka/Interperiodica
Year
2006
Tongue
English
Weight
432 KB
Volume
253
Category
Article
ISSN
0081-5438

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## Abstract Let __D__ βŠ‚ ℝ^__n__^ be a bounded domain with piecewise‐smooth boundary, and __q__(__x__,__t__) a smooth function on __D__ Γ— [0, __T__]. Consider the time‐like Cauchy problem magnified image magnified image Given __g__, __h__ for which the equation has a solution, we show how to approxi