Error Bounds for Monotone Approximation Schemes for Hamilton-Jacobi-Bellman Equations.
Guy BarlesEspen R. JakobsenPublished in: SIAM J. Numer. Anal. (2005)
Keyphrases
- error bounds
- hamilton jacobi bellman
- approximation schemes
- optimal control
- control problems
- nonlinear systems
- approximation algorithms
- wavelet synopses
- worst case
- stochastic control
- numerical methods
- theoretical analysis
- approximate dynamic programming
- upper bound
- dynamical systems
- reinforcement learning
- special case
- bin packing
- fuzzy model
- queueing systems
- dynamic programming
- control law
- adaptive control
- numerical solution
- mathematical model
- query answers
- hamilton jacobi