Convergence of Implicit Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities.
Parsiad AzimzadehErhan BayraktarGeorge LabahnPublished in: SIAM J. Control. Optim. (2018)
Keyphrases
- variational inequalities
- proximal point
- linear complementarity problem
- sensitivity analysis
- hamilton jacobi bellman
- complementarity problems
- primal dual
- fixed point
- convex sets
- control problems
- optimal control
- nash equilibrium
- convergence rate
- learning algorithm
- boundary conditions
- convex optimization
- image restoration
- linear programming
- nonlinear systems
- lower bound
- bayesian networks
- image segmentation