Probabilistic max-plus schemes for solving Hamilton-Jacobi-Bellman equations (Q2419394)

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Probabilistic max-plus schemes for solving Hamilton-Jacobi-Bellman equations
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    Probabilistic max-plus schemes for solving Hamilton-Jacobi-Bellman equations (English)
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    13 June 2019
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    stochastic control
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    Hamilton-Jacobi-Bellman equations
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    max-plus numerical methods
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    tropical methods
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    probabilistic schemes
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