Local Minimization Algorithms for Dynamic Programming Equations (Q2811989)

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Local Minimization Algorithms for Dynamic Programming Equations
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    Local Minimization Algorithms for Dynamic Programming Equations (English)
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    10 June 2016
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    dynamic programming
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    Hamilton-Jacobi-Bellman equations
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    semi-Lagrangian schemes
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    first-order primal-dual methods
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    semismooth Newton methods
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    continuous-time optimal control
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    algorithm
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