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Idempotent Expansions for Continuous-Time Stochastic Control - MaRDI portal

Idempotent Expansions for Continuous-Time Stochastic Control (Q3462518)

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Idempotent Expansions for Continuous-Time Stochastic Control
scientific article

    Statements

    title
    Idempotent Expansions for Continuous-Time Stochastic Control (English)
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    author
    Hidehiro Kaise
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    William M. McEneaney
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    publication date
    15 January 2016
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    zbMATH Keywords
    stochastic control
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    idempotent methods
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    min-plus algebra
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    Hamilton-Jacobi-Bellman PDEs
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    dynamic programming
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    time-discretization
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    viscosity solutions
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    Identifiers

    DOI
    10.1137/140971038
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    Mathematics Subject Classification ID
    49L20
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    49M25
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    49J55
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    93E20
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    49L25
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    90C39
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    90C15
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    93C10
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    60H10
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    35G20
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    35D40
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    zbMATH DE Number
    6530942
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    OpenAlex ID
    W2286782551
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