A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs (Q3516077)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs |
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A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs (English)
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1 August 2008
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partial differential equations
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curse of dimensionality
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dynamic programming
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max-plus algebra
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Legendre transform
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Fenchel transform
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semiconvexity
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Hamilton-Jacobi-Bellman equations
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idempotent analysis
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