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]

Authors

William M. McEneaney

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L. Jonathan Kluberg

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