Local Minimization Algorithms for Dynamic Programming Equations

DOI10.1137/15M1010269zbMath1339.65084arXiv1502.07193MaRDI QIDQ2811989

Dante Kalise, Axel Kröner, Karl Kunisch

Publication date: 10 June 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.07193

zbMATH Keywords

algorithmdynamic programmingHamilton-Jacobi-Bellman equationssemi-Lagrangian schemessemismooth Newton methodscontinuous-time optimal controlfirst-order primal-dual methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Existence theories for optimal control problems involving partial differential equations (49J20) Hamilton-Jacobi equations (35F21)

Related Items (8)

Infinite horizon sparse optimal control ⋮ A HJB-POD feedback synthesis approach for the wave equation ⋮ Mean field control hierarchy ⋮ Sparse and switching infinite horizon optimal controls with mixed-norm penalizations ⋮ An HJB-POD approach for the control of nonlinear PDEs on a tree structure ⋮ Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids ⋮ An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems ⋮ Primal-Dual Extragradient Methods for Nonlinear Nonsmooth PDE-Constrained Optimization

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast sweeping fifth order WENO scheme for static Hamilton-Jacobi equations with accurate boundary treatment
• A numerical approach to the infinite horizon problem of deterministic control theory
• An efficient algorithm for Hamilton-Jacobi equations in high dimension
• A first-order primal-dual algorithm for convex problems with applications to imaging
• An ordered upwind method with precomputed stencil and monotone node acceptance for solving static convex Hamilton-Jacobi equations
• Stable Numerical Schemes for Solving Hamilton–Jacobi–Bellman–Isaacs Equations
• An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
• Lagrange Multiplier Approach to Variational Problems and Applications
• Fast Semi-Lagrangian Schemes for the Eikonal Equation and Applications
• Some Convergence Results for Howard's Algorithm
• Ordered Upwind Methods for Static Hamilton--Jacobi Equations: Theory and Algorithms
• A Patchy Dynamic Programming Scheme for a Class of Hamilton--Jacobi--Bellman Equations
• Optimal feedback control for undamped wave equations by solving a HJB equation
• Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations
• NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
• Planning Algorithms
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

This page was built for publication: Local Minimization Algorithms for Dynamic Programming Equations