Numerical Solution of Optimal Feedback Control for Finite Horizon Optimal Control Problem with Growth Condition

Yunchol Jong; Gilmyong Hong; Changgil Hong

doi:10.55578/jdso.2611.011

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Home > Volumes and issues > Numerical Solution of Optimal Feedback Control for Finite Horizon Optimal Control Problem with Growth Condition

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Research Article 09 November 2026

Numerical Solution of Optimal Feedback Control for Finite Horizon Optimal Control Problem with Growth Condition

Yunchol Jong ¹

jyc1963@star-co.net.kp

, Gilmyong Hong ¹ , Changgil Hong ¹ show author's information

1 : Department of Mathematics, University of Science, Pyongyang, DPR Korea

DOI: 10.55578/jdso.2611.011

Keywords: Optimal feedback control, Hamilton-Jacobi-Bellman equation, viscosity solution, uniqueness, approximation scheme, convergence

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