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Probabilistic max-plus schemes for solving Hamilton-Jacobi-Bellman equations

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-01675069
Contributor : Marianne Akian <>
Submitted on : Thursday, January 4, 2018 - 3:33:18 AM
Last modification on : Friday, April 30, 2021 - 10:00:13 AM

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  • HAL Id : hal-01675069, version 1

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Marianne Akian. Probabilistic max-plus schemes for solving Hamilton-Jacobi-Bellman equations. WORKSHOP INDAM: Numerical methods for optimal control problems: algorithms, analysis and applications, Jun 2017, Roma, Italy. ⟨hal-01675069⟩

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