Payoff suboptimality and errors in value induced by approximation of the Hamiltonian

DOI10.1137/11085270XMaRDI QIDQ2873864zbMATH OpenOpenAlexFDO

Authors William M. Mceneaney, Ameet S. Deshpande

Publication date 27 January 2014

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/11085270x

zbMATH Keywords

curse-of-dimensionalitydynamic programmingHamilton-Jacobi-Bellman partial differential equationsHamiltonian approximationmax-plus methodssuboptimality

Mathematics Subject Classification ID

Nonlinear first-order PDEs (35F20) Dynamic programming in optimal control and differential games (49L20) Hamilton-Jacobi theories (49L99) Numerical methods for partial differential equations, boundary value problems (65N99) Nonlinear systems in control theory (93C10)

Recommendations

• Convergence rate for a curse-of-dimensionality-free method for Hamilton-Jacobi-Bellman PDEs represented as maxima of quadratic forms
• Convergence rate for a curse-of-dimensionality-free method for a class of HJB PDEs
• scientific article; zbMATH DE number 4002910
• Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
• A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs

Cited in

(6)

• Convergence rate for a curse-of-dimensionality-free method for a class of HJB PDEs
• Complexity reduction, cornices and pruning
• A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs
• Convergence rate for a curse-of-dimensionality-free method for Hamilton-Jacobi-Bellman PDEs represented as maxima of quadratic forms
• Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems
• Contraction of Riccati flows applied to the convergence analysis of a max-plus curse-of-dimensionality-free method

This page was built for publication: Payoff suboptimality and errors in value induced by approximation of the Hamiltonian

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2873864)