Solving Hamilton-Jacobi-Bellman equations by combining a max-plus linear approximation and a probabilistic numerical method - Inria - Institut national de recherche en sciences et technologies du numérique
Communication Dans Un Congrès Année : 2016

Solving Hamilton-Jacobi-Bellman equations by combining a max-plus linear approximation and a probabilistic numerical method

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hal-01425473 , version 1 (03-01-2017)

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  • HAL Id : hal-01425473 , version 1

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Marianne Akian, Eric Fodjo. Solving Hamilton-Jacobi-Bellman equations by combining a max-plus linear approximation and a probabilistic numerical method. 22nd International Symposium on Mathematical Theory of Networks and Systems (MTNS), Jul 2016, Minneapolis, United States. ⟨hal-01425473⟩
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