Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton--Jacobi--Bellman PDEs Represented as Maxima of Quadratic Forms

William M. McEneaney. Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton--Jacobi--Bellman PDEs Represented as Maxima of Quadratic Forms. SIAM J. Control and Optimization, 48(4):2651-2685, 2009. [doi]

Abstract

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