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]

@article{McEneaney09-0,
  title = {Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton--Jacobi--Bellman PDEs Represented as Maxima of Quadratic Forms},
  author = {William M. McEneaney},
  year = {2009},
  doi = {10.1137/070687980},
  url = {http://dx.doi.org/10.1137/070687980},
  researchr = {https://researchr.org/publication/McEneaney09-0},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {48},
  number = {4},
  pages = {2651-2685},
}