A Study on Numerical Solutions of Hamilton-Jacobi-Bellman Equations Based on Successive Approximation Approach
This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) equation, which arises in nonlinear optimal control.In this approach, we first use the successive approximation to reduce the HJB equation, color touch 7/97 a nonlinear partial differential equation (PDE), to a sequence of linear PDEs called a generalized-Hamilton-J