5. Efficient Higher Order Time Discretization Schemes For Hamilton–Jacobi–Bellman Equations Based On Diagonally Implicit Symplectic Runge–Kutta Methods (Q4557477)
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scientific article; zbMATH DE number 6984490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 5. Efficient Higher Order Time Discretization Schemes For Hamilton–Jacobi–Bellman Equations Based On Diagonally Implicit Symplectic Runge–Kutta Methods |
scientific article; zbMATH DE number 6984490 |
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5. Efficient Higher Order Time Discretization Schemes For Hamilton–Jacobi–Bellman Equations Based On Diagonally Implicit Symplectic Runge–Kutta Methods (English)
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23 November 2018
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optimal feedback control
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Hamilton-Jacobi-Bellman equation
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dynamic programming principle
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Runge-Kutta composition methods
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diagonally implicit symplectic Runge-Kutta methods
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sparse grids
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