Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations
DOI10.1016/J.APNUM.2006.03.011zbMATH Open1100.65056OpenAlexW2039067024MaRDI QIDQ2497779FDOQ2497779
Lars Grüne, Florian Bauer, Willi Semmler
Publication date: 4 August 2006
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2006.03.011
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convergencenumerical examplenumerical stabilityoptimal controlviscosity solutionfixed point equationspline interpolationadaptive discretizationadaptive grids
Numerical optimization and variational techniques (65K10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25)
Cites Work
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Cited In (5)
- Value iteration convergence of \(\varepsilon\)-monotone schemes for stationary Hamilton-Jacobi equations
- Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
- Comparing accuracy of second-order approximation and dynamic programming
- Asset pricing with dynamic programming
- Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations
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