An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation

DOI10.1007/s10898-012-9850-2zbMath1272.49057OpenAlexW2022427093WikidataQ59416165 ScholiaQ59416165MaRDI QIDQ2393057

Yanyan Li

Publication date: 7 August 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-012-9850-2

zbMATH Keywords

optimal feedback controldomain decompositionradial basis functionsparallel computationsadaptive refinementoptimal stochastic controlHamilton-Jacobi-Bellmann equationleast-squares collocation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Feedback control (93B52) Optimal stochastic control (93E20) Decomposition methods (49M27) Discrete approximations in optimal control (49M25)

Related Items (1)

A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines

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