A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs (Q3516077)
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scientific article; zbMATH DE number 5306554
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| English | A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs |
scientific article; zbMATH DE number 5306554 |
Statements
A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs (English)
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1 August 2008
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partial differential equations
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curse of dimensionality
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dynamic programming
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max-plus algebra
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Legendre transform
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Fenchel transform
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semiconvexity
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Hamilton-Jacobi-Bellman equations
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idempotent analysis
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0.9558627009391784
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0.9547914862632751
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0.863684892654419
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0.8297430276870728
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0.8076126575469971
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