Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton–Jacobi–Bellman PDEs Represented as Maxima of Quadratic Forms (Q3581040)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton–Jacobi–Bellman PDEs Represented as Maxima of Quadratic Forms |
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Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton–Jacobi–Bellman PDEs Represented as Maxima of Quadratic Forms (English)
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16 August 2010
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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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