A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton-Jacobi-Bellman Equations.
Xiaobing FengThomas LewisPublished in: SIAM J. Numer. Anal. (2021)
Keyphrases
- hamilton jacobi bellman
- finite difference method
- numerical methods
- differential equations
- optimal control
- mathematical model
- control problems
- partial differential equations
- closed form solutions
- numerical solution
- optimal solution
- computer vision
- multiresolution
- hamilton jacobi
- kernel methods
- wavelet transform
- stochastic control
- image processing