2. Improving Policies For Hamilton–Jacobi–Bellman Equations By Postprocessing

DOI10.1515/9783110543599-002zbMath1405.49016OpenAlexW4212865764MaRDI QIDQ4557473

Jan Blechschmidt, Roland Griesse

Publication date: 23 November 2018

Published in: Hamilton-Jacobi-Bellman Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110543599-002

zbMATH Keywords

HJB equationpostprocessingcontrol lawoptimal stochastic control

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Optimal stochastic control (93E20) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving randomness (49K45)

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