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Payoff Suboptimality and Errors in Value Induced by Approximation of the Hamiltonian - MaRDI portal

Payoff Suboptimality and Errors in Value Induced by Approximation of the Hamiltonian

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Publication:2873864

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DOI10.1137/11085270XzbMath1283.49026OpenAlexW2113150433MaRDI QIDQ2873864

Ameet Shridhar Deshpande, William M. McEneaney

Publication date: 27 January 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/11085270x

zbMATH Keywords

dynamic programming curse-of-dimensionality suboptimality max-plus methods Hamilton-Jacobi-Bellman partial differential equations Hamiltonian approximation

Mathematics Subject Classification ID

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