Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems (Q1691386): Difference between revisions

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Revision as of 04:19, 5 March 2024

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Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems
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    Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems (English)
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    16 January 2018
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    Hamilton-Jacobi equations
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    Hopf-Lax formula
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    optimal control
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    differential game
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    dynamic programming method
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    parallel computation
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    numerical example
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    viscosity solutions
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    algorithm
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    coordinate descent method
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    numerical quadrature
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    numerical differentiation
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