1. From A Monotone Probabilistic Scheme To A Probabilistic Max-Plus Algorithm For Solving Hamilton–Jacobi–Bellman Equations (Q4557471)
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scientific article; zbMATH DE number 6984486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 1. From A Monotone Probabilistic Scheme To A Probabilistic Max-Plus Algorithm For Solving Hamilton–Jacobi–Bellman Equations |
scientific article; zbMATH DE number 6984486 |
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1. From A Monotone Probabilistic Scheme To A Probabilistic Max-Plus Algorithm For Solving Hamilton–Jacobi–Bellman Equations (English)
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23 November 2018
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stochastic control
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Hamilton-Jacobi-Bellman equations
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max-plus numerical methods
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tropical methods
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probabilistic schemes
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