Local Minimization Algorithms for Dynamic Programming Equations (Q2811989)
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English | 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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