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

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hal-01425485 , version 1 (03-01-2017)

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  • HAL Id : hal-01425485 , version 1

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Marianne Akian. Solving Hamilton-Jacobi-Bellman equations by combining a max-plus linear approximation and a probabilistic numerical method. Workshop ``Numerical methods for Hamilton-Jacobi equations in optimal control and related fields'' at the Radon Institute, Austrian Academy of Sciences, Nov 2016, Linz, Austria. ⟨hal-01425485⟩
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