A tree structure algorithm for optimal control problems with state constraints

zbMath1454.65055arXiv2009.12384MaRDI QIDQ5139293

Alessandro Alla, Maurizio Falcone, Luca Saluzzi

Publication date: 8 December 2020

Full work available at URL: https://arxiv.org/abs/2009.12384

zbMATH Keywords

optimal controlstate constraintsdynamic programmingviscosity solutionstree structure

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods for boundary value problems involving PDEs (65N06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40)

Related Items (4)

Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems ⋮ Data-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman Equations ⋮ Neural networks for first order HJB equations and application to front propagation with obstacle terms ⋮ Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD

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