Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791)
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scientific article; zbMATH DE number 6552645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets |
scientific article; zbMATH DE number 6552645 |
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Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (English)
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9 March 2016
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error estimates for HJB equations
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numerical approximation
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unbounded and discontinuous value function
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chance constraints
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level-set approach
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stochastic reachability analysis
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