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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
2 TROPICAL - TROPICAL
CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France
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Conference papers
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https://hal.inria.fr/hal-01425485
Contributor : Marianne Akian <>
Submitted on : Tuesday, January 3, 2017 - 3:51:19 PM
Last modification on : Friday, April 30, 2021 - 10:00:50 AM

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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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