An anti-diffusive scheme for viability problems (Q2497775)
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scientific article; zbMATH DE number 5043927
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| English | An anti-diffusive scheme for viability problems |
scientific article; zbMATH DE number 5043927 |
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An anti-diffusive scheme for viability problems (English)
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4 August 2006
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The authors define value functions related to the presented problems and give Hamilton-Jacobi-Bellman (HJB) equations satisfied by these value functions. Also they recall the ultra-bee scheme adopted to treat HJB equations, and define an ultra-bee scheme for computing a capture basin. They compare on various examples the numerical results given by the ultra-bee scheme and by the viability algorithm.
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capture basin
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Ultra Bee scheme
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optimal control
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Hamilton-Jacobi-Bellman equations
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numerical results
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viability algorithm
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0.8476171
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0.84085727
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0.83643365
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