A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs
DOI10.1137/040610830zbMATH Open1251.65168OpenAlexW2008455282MaRDI QIDQ3516077FDOQ3516077
Authors: William M. Mceneaney 
Publication date: 1 August 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/00b3088967fab5e9571f9ff036396a27513b8a55
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curse of dimensionalitydynamic programmingHamilton-Jacobi-Bellman equationspartial differential equationsmax-plus algebraLegendre transformsemiconvexityFenchel transformidempotent analysis
Dynamic programming in optimal control and differential games (49L20) Discrete approximations in optimal control (49M25) Control/observation systems governed by partial differential equations (93C20) Numerical methods for partial differential equations, boundary value problems (65N99)
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