An anti-diffusive scheme for viability problems

DOI10.1016/J.APNUM.2006.03.004MaRDI QIDQ2497775zbMATH OpenOpenAlexFDO

Authors Olivier Bokanowski, Sophie Martin, Rémi Munos, Hasnaa Zidani

Publication date 4 August 2006

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2006.03.004

zbMATH Keywords

numerical resultsHamilton-Jacobi-Bellman equationsoptimal controlcapture basinUltra Bee schemeviability algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Newton-type methods (49M15)

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Cites work

• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
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• A New Formulation of State Constraint Problems for First-Order PDEs
• Anti-dissipative schemes for advection and application to Hamilton-Jacobi-bellmann equations
• Approximation of the viability kernel
• Contact discontinuity capturing schemes for linear advection and compressible gas dynamics
• Hamilton-Jacobi Equations with State Constraints
• Making ecosystem models viable
• Numerical Discretization of Boundary Conditions for First Order Hamilton--Jacobi Equations
• Optimal Control and Semicontinuous Viscosity Solutions
• Optimal Control with State-Space Constraint I
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
• VIABLE CAPTURE BASIN FOR STUDYING DIFFERENTIAL AND HYBRID GAMES: APPLICATION TO FINANCE
• Viability theory

Cited in

(8)

• A viability algorithm
• An efficient data structure and accurate scheme to solve front propagation problems
• A discontinuous Galerkin scheme for front propagation with obstacles
• Capture basin approximation using interval analysis
• Initialization of the shooting method via the Hamilton-Jacobi-Bellman approach
• Convergence of a non-monotone scheme for Hamilton-Jacobi-Bellman equations with discontinuous initial data
• Viability-Based Computations of Solutions to the Hamilton-Jacobi-Bellman Equation
• Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation

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