On quadratic approximations for Hamilton-Jacobi-Bellman equations

DOI10.1016/j.automatica.2016.01.001zbMath1335.93144OpenAlexW2281039077MaRDI QIDQ254587

Yumiharu Nakano

Publication date: 8 March 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.01.001

zbMATH Keywords

stochastic controlerror analysisHamilton-Jacobi-Bellman equationspartial differential equationsquadratic approximations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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