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20112026
most citedA patchy Dynamic Programming scheme for a class of Hamilton-Jacobi-Bellman equations

57 citations · 61 across the 14 of their papers we have counts for

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math.NA2017

Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains

Athena Picarelli, Christoph Reisinger, Julen Rotaetxe Arto

We study the approximation of parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the ex…