Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations

Kristian Debrabant; Espen Robstad Jakobsen

Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations

Kristian Debrabant, Espen Robstad Jakobsen

Department of Mathematics and Computer Science

Norwegian University of Science and Technology

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

Original language	English
Title of host publication	Hyperbolic Problems: Theory, Numerics, Applications : Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012
Editors	Fabio Ancona, Alberto Bressan, Pierangelo Marcati, Andrea Marson
Place of Publication	Springfield, MO
Publisher	American Institute of Mathematical Sciences (AIMS)
Publication date	2014
Pages	483-490
ISBN (Print)	978-1-60133-017-8, 1-60133-017-0
Publication status	Published - 2014
Event	International Conference on Hyperbolic Problems - Padova, Italy Duration: 24. Jun 2012 → 29. Jun 2012

Conference

Conference	International Conference on Hyperbolic Problems
Country/Territory	Italy
City	Padova
Period	24/06/2012 → 29/06/2012

Series	Applied Mathematics
Volume	8

Documents & Links

https://aimsciences.org/books/am/AMVol8.html

Cite this

Debrabant, K., & Jakobsen, E. R. (2014). Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. In F. Ancona, A. Bressan, P. Marcati, & A. Marson (Eds.), Hyperbolic Problems: Theory, Numerics, Applications: Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012 (pp. 483-490). American Institute of Mathematical Sciences (AIMS). https://aimsciences.org/books/am/AMVol8.html

Debrabant, Kristian ; Jakobsen, Espen Robstad. / Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. Hyperbolic Problems: Theory, Numerics, Applications: Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012. editor / Fabio Ancona ; Alberto Bressan ; Pierangelo Marcati ; Andrea Marson. Springfield, MO : American Institute of Mathematical Sciences (AIMS), 2014. pp. 483-490 (Applied Mathematics, Vol. 8).

@inproceedings{198e484def684a75b069708f82820126,

title = "Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations",

author = "Kristian Debrabant and Jakobsen, {Espen Robstad}",

year = "2014",

language = "English",

isbn = "978-1-60133-017-8",

series = "Applied Mathematics",

publisher = "American Institute of Mathematical Sciences (AIMS)",

pages = "483--490",

editor = "Fabio Ancona and Alberto Bressan and Pierangelo Marcati and Andrea Marson",

booktitle = "Hyperbolic Problems: Theory, Numerics, Applications",

note = "International Conference on Hyperbolic Problems, HYP ; Conference date: 24-06-2012 Through 29-06-2012",

}

Debrabant, K & Jakobsen, ER 2014, Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. in F Ancona, A Bressan, P Marcati & A Marson (eds), Hyperbolic Problems: Theory, Numerics, Applications: Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012. American Institute of Mathematical Sciences (AIMS), Springfield, MO, Applied Mathematics, vol. 8, pp. 483-490, International Conference on Hyperbolic Problems, Padova, Italy, 24/06/2012. <https://aimsciences.org/books/am/AMVol8.html>

Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. / Debrabant, Kristian; Jakobsen, Espen Robstad.
Hyperbolic Problems: Theory, Numerics, Applications: Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012. ed. / Fabio Ancona; Alberto Bressan; Pierangelo Marcati; Andrea Marson. Springfield, MO: American Institute of Mathematical Sciences (AIMS), 2014. p. 483-490 (Applied Mathematics, Vol. 8).

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

TY - GEN

T1 - Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations

AU - Debrabant, Kristian

AU - Jakobsen, Espen Robstad

PY - 2014

Y1 - 2014

M3 - Article in proceedings

SN - 978-1-60133-017-8

SN - 1-60133-017-0

T3 - Applied Mathematics

SP - 483

EP - 490

BT - Hyperbolic Problems: Theory, Numerics, Applications

A2 - Ancona, Fabio

A2 - Bressan, Alberto

A2 - Marcati, Pierangelo

A2 - Marson, Andrea

PB - American Institute of Mathematical Sciences (AIMS)

CY - Springfield, MO

T2 - International Conference on Hyperbolic Problems

Y2 - 24 June 2012 through 29 June 2012

ER -

Debrabant K, Jakobsen ER. Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. In Ancona F, Bressan A, Marcati P, Marson A, editors, Hyperbolic Problems: Theory, Numerics, Applications: Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012. Springfield, MO: American Institute of Mathematical Sciences (AIMS). 2014. p. 483-490. (Applied Mathematics, Vol. 8).