Pages that link to "Item:Q1068354"
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The following pages link to On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming (Q1068354):
Displaying 50 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Dynamic programming using radial basis functions (Q255849) (← links)
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
- Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality (Q313602) (← links)
- A numerical method for hybrid optimal control based on dynamic programming (Q547907) (← links)
- A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation (Q552239) (← links)
- Dynamic programming and viscosity solutions for the optimal control of quantum spin systems (Q645578) (← links)
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Fully discrete schemes for monotone optimal control problems (Q725733) (← links)
- Discrete time schemes for optimal control problems with monotone controls (Q747188) (← links)
- A numerical approach to the infinite horizon problem of deterministic control theory (Q752463) (← links)
- Comments on ``A numerical approach to the infinite horizon problem of deterministic control theory'' (Q752465) (← links)
- Approximate solutions of the Bellman equation of deterministic control theory (Q802134) (← links)
- A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices (Q827557) (← links)
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics (Q953726) (← links)
- A differential game of unlimited duration (Q1115825) (← links)
- Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521) (← links)
- Construction of optimal feedback controls (Q1176600) (← links)
- Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory (Q1179159) (← links)
- A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems (Q1203411) (← links)
- Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation (Q1264974) (← links)
- Optimal harvesting for a nonlinear age-dependent population dynamics (Q1268734) (← links)
- Semigroup approach for the approximation of a control problem with unbounded dynamics (Q1321435) (← links)
- The solution of evolutionary games using the theory of Hamilton-Jacobi equations (Q1370034) (← links)
- Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation (Q1388109) (← links)
- Optimal trajectories of the innovation process and their matching with econometric data (Q1599291) (← links)
- Using nonlinear model predictive control for dynamic decision problems in economics (Q1657464) (← links)
- Lasry-Lions approximations for discounted Hamilton-Jacobi equations (Q1745645) (← links)
- Nonlinear impulse target problems under state constraint: a numerical analysis based on viability theory (Q1771258) (← links)
- An efficient algorithm for Hamilton-Jacobi equations in high dimension (Q1780937) (← links)
- Relaxation methods in control theory (Q1824190) (← links)
- Numerical schemes for investment models with singular transactions (Q1890892) (← links)
- Approximation schemes for constructing minimax solutions of Hamilton- Jacobi equations (Q1892378) (← links)
- A power penalty method for discrete HJB equations (Q2192989) (← links)
- A convergent scheme for Hamilton-Jacobi equations on a junction: application to traffic (Q2260880) (← links)
- Approximation of optimal feedback control: a dynamic programming approach (Q2268935) (← links)
- Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem (Q2317216) (← links)
- Viscous solutions of the Hamilton-Jacobi-Bellman equation on time scales (Q2320642) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- Error estimates for a finite difference scheme associated with Hamilton-Jacobi equations on a junction (Q2424847) (← links)
- Construction of nonlinear stabilizer for trajectories of economic growth (Q2471101) (← links)
- Impact of technology assimilation on investment policy: Dynamic optimization and econometric identification (Q2471102) (← links)
- Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations (Q2497779) (← links)
- Nonlinear optimal control as quantum mechanical eigenvalue problems (Q2576121) (← links)
- Local minimization algorithms for dynamic programming equations (Q2811989) (← links)
- Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
- On the Convergence of an Approximation Scheme for the Viscosity Solutions of the Bellman Equation Arising in a Stochastic Optimal Control Problem (Q2999410) (← links)
- ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554) (← links)
- Numerical procedure to approximate a singular optimal control problem (Q3507062) (← links)
- Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group (Q3522259) (← links)