5. Efficient Higher Order Time Discretization Schemes For Hamilton–Jacobi–Bellman Equations Based On Diagonally Implicit Symplectic Runge–Kutta Methods (Q4557477)

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scientific article; zbMATH DE number 6984490
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    5. Efficient Higher Order Time Discretization Schemes For Hamilton–Jacobi–Bellman Equations Based On Diagonally Implicit Symplectic Runge–Kutta Methods
    scientific article; zbMATH DE number 6984490

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      5. Efficient Higher Order Time Discretization Schemes For Hamilton–Jacobi–Bellman Equations Based On Diagonally Implicit Symplectic Runge–Kutta Methods (English)
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      23 November 2018
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      optimal feedback control
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      Hamilton-Jacobi-Bellman equation
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      dynamic programming principle
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      Runge-Kutta composition methods
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      diagonally implicit symplectic Runge-Kutta methods
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      sparse grids
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