Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm (Q1697735)

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Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm
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    Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm (English)
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    20 February 2018
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    curse of dimensionality
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    Hamilton-Jacobi-Bellman equation
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    optimal feedback control
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    upwind finite difference
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    viscosity solutions
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