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