Solving Hamilton-Jacobi-Bellman equations by an upwind finite difference method

Song Wang, F. Gao, K.L. Teo

    Research output: Chapter in Book/Conference paperChapterpeer-review

    Original languageEnglish
    Title of host publicationProgress in Optimization : Contributions from Australasia
    EditorsX.Q. Yang, A.I. Mees, M.E. Fisher, L.S. Jennings
    Place of PublicationDordrecht, Netherlands
    PublisherKluwer Academic Publishers
    EditionVolume 39
    ISBN (Print)0792362861
    Publication statusPublished - 2000

    Publication series

    NameApplied Optimization

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