Local minimization algorithms for dynamic programming equations (Q2811989)
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scientific article; zbMATH DE number 6591383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local minimization algorithms for dynamic programming equations |
scientific article; zbMATH DE number 6591383 |
Statements
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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