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Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton--Jacobi--Bellman PDEs Represented as Maxima of Quadratic Forms.

William M. McEneaney
Published in: SIAM J. Control. Optim. (2009)
Keyphrases
  • convergence rate
  • multiscale
  • cost function
  • dynamic programming
  • convergence speed
  • mathematical model
  • genetic algorithm
  • learning algorithm
  • optimization algorithm
  • high order
  • step size
  • learning rate
  • gradient method