Error estimates for a tree structure algorithm solving finite horizon control problems

L Saluzzi, A Alla, M Falcone - arxiv preprint arxiv:1812.11194, 2018 - arxiv.org
In the Dynamic Programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …

Error estimates for a tree structure algorithm solving finite horizon control problems

L Saluzzi, A Alla, M Falcone - ESAIM: Control, Optimisation and …, 2022 - esaim-cocv.org
In the dynamic programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …