Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs

DOI10.1137/070681934zbMath1218.35074OpenAlexW2094860060MaRDI QIDQ3162577

L. Jonathan Kluberg, William M. McEneaney

Publication date: 20 October 2010

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

Full work available at URL: http://hdl.handle.net/1721.1/58307

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsmax-plus algebracurse-of-dimensionality

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Numerical methods for partial differential equations, boundary value problems (65N99) Hamilton-Jacobi equations (35F21)

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