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

Marianne Akian 1, 2 Eric Fodjo 1, 2 
1 TROPICAL - TROPICAL
CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France
2 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
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Conference papers
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https://hal.inria.fr/hal-01425473
Contributor : Marianne Akian Connect in order to contact the contributor
Submitted on : Tuesday, January 3, 2017 - 3:46:45 PM
Last modification on : Friday, February 4, 2022 - 3:21:51 AM

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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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