Before revision:  In particular, we first approximate backward recursive dynamic programs on a coarse grid of controls , then use a combined technique of local control regression and adaptive refinement grids to improve the optimal control estimates. We numerically show that the local control regression is more accurate and more efficient than global control regression , and that the overall computational runtime scales polynomially with respect to the dimension of the control.
After revision:  In particular, we first approximate backward recursive dynamic programs on a coarse grid of controls , then use control regression to generalize the discrete estimates. However, the classical global control regression , and that the overall computational runtime scales polynomially with respect to the dimension of the control.