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Payoff suboptimality and errors in value induced by approximation of the Hamiltonian (Q2873864)

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scientific article; zbMATH DE number 6250876
Language Label Description Also known as
English
Payoff suboptimality and errors in value induced by approximation of the Hamiltonian
scientific article; zbMATH DE number 6250876

    Statements

    author
    William M. Mceneaney
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    Ameet S. Deshpande
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    publication date
    27 January 2014
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    zbMATH Keywords
    Hamilton-Jacobi-Bellman partial differential equations
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    dynamic programming
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    max-plus methods
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    curse-of-dimensionality
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    Hamiltonian approximation
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    suboptimality
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    title
    Payoff suboptimality and errors in value induced by approximation of the Hamiltonian (English)
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    Identifiers

    DOI
    10.1137/11085270X
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    Mathematics Subject Classification ID
    49L20
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    49L99
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    49M30
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    93C10
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    35F20
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    65N99
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    zbMATH DE Number
    6250876
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    OpenAlex ID
    W2113150433
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