A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs

William M. McEneaney. A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs. SIAM J. Control and Optimization, 46(4):1239-1276, 2007. [doi]

@article{McEneaney07,
  title = {A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs},
  author = {William M. McEneaney},
  year = {2007},
  doi = {10.1137/040610830},
  url = {http://dx.doi.org/10.1137/040610830},
  researchr = {https://researchr.org/publication/McEneaney07},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {46},
  number = {4},
  pages = {1239-1276},
}