Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791)

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Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets
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    Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (English)
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    9 March 2016
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    error estimates for HJB equations
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    numerical approximation
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    unbounded and discontinuous value function
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    chance constraints
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    level-set approach
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    stochastic reachability analysis
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