Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems

DOI10.1007/s10915-017-0436-5zbMath1381.65048OpenAlexW2605995510MaRDI QIDQ1691386

Wotao Yin, Jérôme Darbon, Yat Tin Chow, Stanley J. Osher

Publication date: 16 January 2018

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-017-0436-5

zbMATH Keywords

algorithmoptimal controlnumerical exampleparallel computationdifferential gamenumerical differentiationHamilton-Jacobi equationsnumerical quadratureviscosity solutionsdynamic programming methodHopf-Lax formulacoordinate descent method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Parallel numerical computation (65Y05) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations (35F21)

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Uses Software

• LMaFit

Cites Work

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