This project implements the Jacobi Method in MATLAB to solve a system of linear equations iteratively. The Jacobi method is widely used for solving systems where direct methods (like Gaussian ...

I had to develop three different implementations of Jacobi method which is an iterative algorithm for determining the solutions of a strictly diagonally dominant system of linear equations, using: (1) ...

Abstract: This paper presents an approach to derive the optimal feedback control laws by solving the finite time Hamilton Jacobi Ballman equation. Conventional methods to solve the HJB equation suffer ...

Abstract: This paper presents an upwind finite-difference method for the numerical approximation of viscosity solutions of a Hamilton-Jacobi-Bellman (HJB) equation governing a class of optimal ...