A curse-of-dimensionality-free numerical method for solution of certain HJB PDES

SIAM Journal on Control and Optimization

Volumn 46, Issue 4, 2007, Pages 1239-1276

  McEneaney, William M ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Curse of dimensionality; Dynamic programming; Fenchel transform; Hamilton Jacobi Bellman equations; Idempotent analysis; Legendre transform; Max plus algebra; Partial differential equations; Semiconvexity

Indexed keywords

APPLIED MATHEMATICS; CURSE OF DIMENSIONALITY; FIRST ORDERS; HAMILTON-JACOBI-BELLMAN; HAMILTONIAN; INTEGRAL OPERATORS; NONLINEAR CONTROL PROBLEMS; PARTIAL DIFFERENTIAL; SEMI GROUPS; SEMIGROUPS; TIME OPTIMAL CONTROL PROBLEMS;

AIRCRAFT ENGINES; DIFFERENCE EQUATIONS; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); FLOW PATTERNS; HAMILTONIANS; MATHEMATICAL OPERATORS; NONLINEAR EQUATIONS; NUMBER THEORY; PARTIAL DIFFERENTIAL EQUATIONS; SOLUTIONS;

NUMERICAL METHODS;

EID: 48249087688     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/040610830     Document Type: Article

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