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A numerical method of solving the cauchy problem for Bellman's equation in the time-optimal problem for a linear system

✍ Scribed by A.V. Lotov


Publisher
Elsevier Science
Year
1972
Weight
276 KB
Volume
12
Category
Article
ISSN
0041-5553

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Numerical solution of a time-like Cauchy
✍ Michael Klibanov; Rakesh πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 415 KB πŸ‘ 1 views

## 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