Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/070681934
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1. The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis
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