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An Adaptive Sparse Grid Semi-Lagrangian Scheme for First Order Hamilton-Jacobi Bellman Equations.
Olivier Bokanowski
Jochen Garcke
Michael Griebel
Irene Klompmaker
Published in:
J. Sci. Comput. (2013)
Keyphrases
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hamilton jacobi bellman
optimal control
control problems
numerical methods
nonlinear systems
mathematical model
stochastic control
control system
special case
differential equations
stochastic process
hamilton jacobi