Semismooth Newton and Newton iterative methods for HJB equation.
Jinping ZengZhe SunHongru XuPublished in: J. Comput. Appl. Math. (2011)
Keyphrases
- iterative methods
- nonlinear complementarity problem
- fischer burmeister
- interior point methods
- hamilton jacobi bellman
- image reconstruction from projections
- gauss newton
- nonlinear equations
- optimal control
- constrained optimization
- computationally expensive
- numerical solution
- newton method
- primal dual
- least squares
- control problems
- stochastic control
- machine learning