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Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method

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Wang, S.
Jennings, L.
Teo, Kok Lay
Date
2003
Type
Journal Article

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Wang, S. and Jennings, L.S. and Teo, K.L. 2003. Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method. Journal of Global Optimization. 27 (2-3): pp. 177-192.
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Journal of Global Optimization
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Department of Mathematics and Statistics
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The original publication is available at : http://www.springerlink.com

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