Two Semi-Lagrangian Fast Methods for Hamilton-Jacobi-Bellman Equations

DOI10.1007/978-3-662-45504-3_7zbMath1325.65090arXiv1406.3656OpenAlexW114881379MaRDI QIDQ2950097

Maurizio Falcone, Simone Cacace, Emiliano Cristiani

Publication date: 6 October 2015

Published in: IFIP Advances in Information and Communication Technology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.3656

zbMATH Keywords

algorithmHamilton-Jacobi-Bellman equationnumerical examplefast sweeping methodfast marching methodfast iterative methodsingle-pass methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)

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