Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations

DOI10.1137/19M1262139zbMath1443.49041arXiv1905.06276WikidataQ114074250 ScholiaQ114074250MaRDI QIDQ3298341

Sudeep Kundu, Dante Kalise, Karl Kunisch

Publication date: 14 July 2020

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.06276

zbMATH Keywords

optimal feedback controlHamilton-Jacobi-Bellman equationshigh-dimensional approximationnonlinear parabolic PDEIsaacs' equation\(\mathcal{H}_2/\mathcal{H}_{\infty}\) control synthesis

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Feedback control (93B52) (H^infty)-control (93B36) Discrete approximations in optimal control (49M25) Numerical methods for variational inequalities and related problems (65K15)

Related Items (10)

Two-level method for a time-independent Fokker–Planck control problem ⋮ Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions ⋮ SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems ⋮ Data-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman Equations ⋮ Optimal polynomial feedback laws for finite horizon control problems ⋮ Unnamed Item ⋮ State-dependent Riccati equation feedback stabilization for nonlinear PDEs ⋮ A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains ⋮ Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations ⋮ Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures

Uses Software

• DGM

Cites Work

• Unnamed Item
• Unnamed Item
• (Un)conditional consensus emergence under perturbed and decentralized feedback controls
• Handbook of numerical methods for hyperbolic problems. Basic and fundamental issues
• \(L_2\)-gain and passivity techniques in nonlinear control
• Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
• Approximate solutions of the Bellman equation of deterministic control theory
• Representation and control of infinite dimensional systems
• A bisection method for computing the \(H_{\infty}\) norm of a transfer matrix and related problems
• Equivalence between nonlinear \({\mathcal H}_{\infty}\) control problems and existence of viscosity solutions of Hamilton-Jacobi-Isaacs equations
• Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations
• Level set methods and dynamic implicit surfaces
• Travelling waves in nonlinear diffusion-convection reaction
• An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations
• DGM: a deep learning algorithm for solving partial differential equations
• Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations
• Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations
• Taylor expansions of the value function associated with a bilinear optimal control problem
• A pseudospectral method of solution of Fisher's equation
• Reconstruction of independent sub-domains for a class of Hamilton–Jacobi equations and application to parallel computing
• Stable Numerical Schemes for Solving Hamilton–Jacobi–Bellman–Isaacs Equations
• Two Approximations of Solutions of Hamilton-Jacobi Equations
• An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
• An Efficient Filtered Scheme for Some First Order Time-Dependent Hamilton--Jacobi Equations
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Some Convergence Results for Howard's Algorithm
• A Compendium of Partial Differential Equation Models
• On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem
• L/sub 2/-gain analysis of nonlinear systems and nonlinear state-feedback H/sub infinity / control
• Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs
• HJB-POD-Based Feedback Design for the Optimal Control of Evolution Problems
• $\mathcal{H}_\infty $ Control of Nonlinear Systems: Differential Games and Viscosity Solutions
• A Patchy Dynamic Programming Scheme for a Class of Hamilton--Jacobi--Bellman Equations
• Successive Galerkin approximation algorithms for nonlinear optimal and robust control
• An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems
• Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations
• Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach
• NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Feedback control methodologies for nonlinear systems

This page was built for publication: Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations