A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/040610830
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1. Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control
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4. Duality and separation theorems in idempotent semimodules
5. Uniqueness of viscosity solutions of Hamilton-Jacobi equations revisited
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