Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations.
Guy BarlesEspen R. JakobsenPublished in: Math. Comput. (2007)
Keyphrases
- error bounds
- approximation schemes
- hamilton jacobi bellman
- optimal control
- control problems
- nonlinear systems
- wavelet synopses
- approximation algorithms
- worst case
- stochastic control
- numerical methods
- theoretical analysis
- upper bound
- approximate dynamic programming
- dynamical systems
- hamilton jacobi
- reinforcement learning
- queueing systems
- differential equations
- bin packing
- fuzzy model
- image segmentation
- adaptive control
- brownian motion
- dynamic programming
- natural images