Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems
type: Item
instance of: scholarly article
title: Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems
zbMATH Open document ID: 1381.65048
author: Yat Tin Chow
author: Jérôme Darbon
author: Wotao Yin
author: Stanley Osher
published in: Journal of Scientific Computing
publication date: 2018-01-16T00:00:00Z
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 49J20
Mathematics Subject Classification ID: 35F21
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 49N70
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 6826587
zbMATH Keywords: Hamilton-Jacobi equations
zbMATH Keywords: Hopf-Lax formula
zbMATH Keywords: optimal control
zbMATH Keywords: differential game
zbMATH Keywords: dynamic programming method
zbMATH Keywords: parallel computation
zbMATH Keywords: numerical example
zbMATH Keywords: viscosity solutions
zbMATH Keywords: algorithm
zbMATH Keywords: coordinate descent method
zbMATH Keywords: numerical quadrature
zbMATH Keywords: numerical differentiation
describes a project that uses: LMaFit
MaRDI profile type: Publication
full work available at URL: s10915-017-0436-5
OpenAlex ID: W2605995510
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DOI: 10.1007/S10915-017-0436-5
description: scientific article; zbMATH DE number 6826587