Local minimization algorithms for dynamic programming equations (Q2811989)

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scientific article; zbMATH DE number 6591383
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Local minimization algorithms for dynamic programming equations
scientific article; zbMATH DE number 6591383

    Statements

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    10 June 2016
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    dynamic programming
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    Hamilton-Jacobi-Bellman equations
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    semi-Lagrangian schemes
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    first-order primal-dual methods
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    semismooth Newton methods
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    continuous-time optimal control
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    algorithm
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    Local minimization algorithms for dynamic programming equations (English)
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