Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems (Q1691386)
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scientific article; zbMATH DE number 6826587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems |
scientific article; zbMATH DE number 6826587 |
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Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems (English)
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16 January 2018
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Hamilton-Jacobi equations
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Hopf-Lax formula
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optimal control
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differential game
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dynamic programming method
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parallel computation
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numerical example
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viscosity solutions
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algorithm
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coordinate descent method
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numerical quadrature
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numerical differentiation
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