5 citations · 17 across the 15 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
math.NA2018★ 2 cited
Error estimates for a tree structure algorithm solving finite horizon control problems
Luca Saluzzi, Alessandro Alla, Maurizio Falcone
In the Dynamic Programming approach to optimal control problems a crucial role is played by the value function that is characterized as the unique viscosity solution of a Hamilton-…
math.NA2018
An efficient DP algorithm on a tree-structure for finite horizon optimal control problems
Alessandro Alla, Maurizio Falcone, Luca Saluzzi
The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Ja…