Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications.
Francesca Da LioOlivier LeyPublished in: SIAM J. Control. Optim. (2006)
Keyphrases
- higher order
- objective function
- mathematical model
- numerical solution
- linear equations
- finite difference
- importance sampling
- pairwise
- computational complexity
- differential equations
- numerical methods
- simplifying assumptions
- difference equations
- globally convergent
- polynomial equations
- sequential quadratic programming