-error estimates for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1.
Olivier BokanowskiNicolas ForcadelHasnaa ZidaniPublished in: Math. Comput. (2010)
Keyphrases
- error estimates
- hamilton jacobi bellman
- numerical methods
- optimal control
- control problems
- error estimation
- nonlinear systems
- cross validation
- finite difference
- stochastic control
- hamilton jacobi
- error analysis
- dynamical systems
- differential equations
- approximate dynamic programming
- partial differential equations
- model selection
- numerical analysis
- dynamic programming
- reinforcement learning
- artificial intelligence
- numerical solution
- fuzzy controller
- mathematical model
- queueing systems
- adaptive control
- machine learning
- control strategy