Error estimates for a tree structure algorithm solving finite horizon control problems
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 …
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
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 …
by the value function that is characterized as the unique viscosity solution of a Hamilton …