Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations

DOI10.1016/J.JCP.2019.01.051zbMath1452.49016arXiv1704.02524OpenAlexW2963056268WikidataQ128267390 ScholiaQ128267390MaRDI QIDQ2220578

Yat Tin Chow, Jérôme Darbon, Wotao Yin, Stanley J. Osher

Publication date: 25 January 2021

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.02524

zbMATH Keywords

optimal controldifferential gamesviscosity solutionHamilton-Jacobi equationsHopf-Lax formulanonconvex Hamiltonian

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Hamilton-Jacobi equations (35F21) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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