Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs

William M. McEneaney, L. Jonathan Kluberg. Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs. SIAM J. Control and Optimization, 48(5):3052-3079, 2009. [doi]

Abstract

Abstract is missing.