Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs
In previous work of the first author and others, max-plus methods have been explored for solution of first-order, nonlinear Hamilton-Jacobi-Bellman partial differential equations (HJB PDEs) and corresponding nonlinear control problems. Although max-plus basis expansion and max-plus finite-element me...
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| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial and Applied Mathematics,
2010-09-03T16:13:37Z.
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| Subjects: | |
| Online Access: | Get fulltext |