Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton–Jacobi–Bellman PDEs Represented as Maxima of Quadratic Forms

DOI10.1137/070687980zbMath1203.49039OpenAlexW2012778819MaRDI QIDQ3581040

William M. McEneaney

Publication date: 16 August 2010

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

Full work available at URL: https://doi.org/10.1137/070687980

zbMATH Keywords

dynamic programmingHamilton-Jacobi-Bellman equationsLegendre transformpartial differential equationsmax-plus algebraidempotent analysiscurse-of-dimensionalitysemiconvexityFenchel transform

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Nonlinear first-order PDEs (35F20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Groups and semigroups of linear operators, their generalizations and applications (47D99) Numerical methods for partial differential equations, boundary value problems (65N99) PDEs in connection with control and optimization (35Q93)

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