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...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Society for Industrial and Applied Mathematics
2010
|
| Online Access: | http://hdl.handle.net/1721.1/58307 |