Payoff suboptimality and errors in value induced by approximation of the Hamiltonian - McEneaney, W.M.; Deshpande, A.S. (2008 47th IEEE Conference on Decision and Control, 2008)
Keywords: Chromium; Computational efficiency; Dynamic programming; Error correction; Linearity; Nonlinear equations; Optimal control; Partial differential equations; Steady-state; Stochastic processes