On the Convergence of Finite Element Methods for Hamilton-Jacobi-Bellman Equations.
Max JensenIain SmearsPublished in: SIAM J. Numer. Anal. (2013)
Keyphrases
- level set
- finite element methods
- finite difference
- hamilton jacobi
- hamilton jacobi bellman
- partial differential equations
- numerical solution
- stochastic control
- optimal control
- control problems
- differential equations
- nonlinear systems
- brownian motion
- convergence rate
- finite element
- fuzzy systems
- adaptive control
- finite element model
- learning algorithm
- convergence speed
- steady state
- reinforcement learning