Numerical procedure to approximate a singular optimal control problem
ESAIM: Modélisation mathématique et analyse numérique, Tome 41 (2007) no. 3, pp. 461-484.

In this work we deal with the numerical solution of a Hamilton-Jacobi-Bellman (HJB) equation with infinitely many solutions. To compute the maximal solution - the optimal cost of the original optimal control problem - we present a complete discrete method based on the use of some finite elements and penalization techniques.

DOI : 10.1051/m2an:2007028
Classification : 49L20, 49L99, 93C15, 65L70
Mots-clés : multiple solutions, eikonal equation, singular optimal control problems, penalization methods, numerical approximation 
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     title = {Numerical procedure to approximate a singular optimal control problem},
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Di Marco, Silvia C.; González, Roberto L. V. Numerical procedure to approximate a singular optimal control problem. ESAIM: Modélisation mathématique et analyse numérique, Tome 41 (2007) no. 3, pp. 461-484. doi : 10.1051/m2an:2007028. http://archive.numdam.org/articles/10.1051/m2an:2007028/

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