Formule de Trotter et équations de Hamilton-Jacobi-Bellman

DOI10.1007/BF02578621zbMath0466.65068OpenAlexW1991720317MaRDI QIDQ1155343

Pierre-Louis Lions

Publication date: 1981

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02578621

zbMATH Keywords

iterative methodsHamilton-Jacobi-Bellman equationsfractional stepsTrotter formula

Mathematics Subject Classification ID

Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25) Numerical methods for partial differential equations, boundary value problems (65N99)

Related Items (3)

A constructive approach to the Bellman semigroup ⋮ Unnamed Item ⋮ Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems

Cites Work

• Unnamed Item
• A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Control of a Solution of a Stochastic Integral Equation
• ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION

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