Convergence properties of the Newton-Kantorovich iteration for the Hamilton-Jacobi-Bellman equation Conference Paper

abstract

• This work applies Kantorovich's method to construct an iterative algorithm for the solution of the Hamilton-Jacobi-Bellman equation. At each step of the iteration, a Zubov partial differential equation is solved. Convergence properties of the algorithm are developed independently of Kantorovich's theorem. The results are illustrated in a numerical example. 2005 IEEE.

name of conference

• Proceedings of the 44th IEEE Conference on Decision and Control

authors

• Kravaris, Costas

published proceedings

• 2005 44th IEEE Conference on Decision and Control & European Control Conference, Vols 1-8

author list (cited authors)

• Kravaris, C., & Mousavere, D.

citation count

• 2

complete list of authors

• Kravaris, Costas||Mousavere, Dirnitra

publication date

• January 2005

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Conference on Decision and Control  Journal

Digital Object Identifier (DOI)

• 10.1109/cdc.2005.1582706

International Standard Book Number (ISBN) 10

• 0-7803-9567-0

International Standard Book Number (ISBN) 13

• 9780780395688

start page

• 3513

end page

• 3518

volume

• 2005

URL

• http://dx.doi.org/10.1109/cdc.2005.1582706