American Institute of Mathematics, Palo Alto, California
Doron Levy, Ian Mitchell, and Adam Oberman
The workshop will focus on computational methods for tackling high dimensional HJB and related equations. These methods may include approximation of the problem by another more amenable to computation and/or numerical methods for solution of general or restricted classes of high dimensional equations. This workshop will bring together application specialists, numerical analysts and theorists that will identify open problems and discuss recent progress that has been made in application specific fields.
The workshop schedule.
A report on the workshop activities.