Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation
DOI10.1137/21m1450057zbMath1530.93547OpenAlexW4388414362MaRDI QIDQ6069421
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Publication date: 14 November 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m1450057
dynamic programmingstochastic controlpartial differential equationsHamilton-Jacobistationary actionstaticization
Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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