High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors

DOI10.1137/18M1196923zbMath1455.65100arXiv1803.08870OpenAlexW3101736954WikidataQ114074297 ScholiaQ114074297MaRDI QIDQ3119541

Parsiad Azimzadeh, Erhan Bayraktar

Publication date: 12 March 2019

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.08870

zbMATH Keywords

optimal controlBellman equationfinite differencespolicy iterationweakly chained diagonal dominant tensors

Mathematics Subject Classification ID

Finite difference methods for boundary value problems involving PDEs (65N06) Multilinear algebra, tensor calculus (15A69) Discrete approximations in optimal control (49M25) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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