On the non-existence of higher order monotone approximation schemes for HJB equations.
Igor KossaczkýMatthias EhrhardtMichael GüntherPublished in: Appl. Math. Lett. (2016)
Keyphrases
- approximation schemes
- higher order
- hamilton jacobi bellman
- optimal control
- numerical methods
- control problems
- nonlinear systems
- approximation algorithms
- stochastic control
- high order
- natural images
- dynamical systems
- differential equations
- markov random field
- pairwise
- approximate dynamic programming
- hamilton jacobi
- upper bound
- bin packing
- reinforcement learning
- dynamic programming
- control strategy
- adaptive control
- fuzzy logic
- learning rate
- learning algorithm
- partial differential equations
- mathematical model