Numerical procedure to approximate a singular optimal control problem

DOI10.1051/M2AN:2007028MaRDI QIDQ3507062zbMATH OpenOpenAlexFDO

Authors Silvia C. Di Marco, R. L. V. González

Publication date 18 June 2008

Published in ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=M2AN_2007__41_3_461_0, https://eudml.org/doc/194371

zbMATH Keywords

Hamilton-Jacobi-Bellman equationmaximal solution

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Numerical optimization and variational techniques (65K10)

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Cites work

• A function not constant on a connected set of critical points
• Fast Marching Methods
• Fast Semi-Lagrangian Schemes for the Eikonal Equation and Applications
• scientific article; zbMATH DE number 4205918 (Why is no real title available?)
• Maximal subsolutions for a class of degenerate Hamilton-Jacobi problems
• Minimax optimal control problems. Numerical analysis of the finite horizon case
• Numerical approximation of the maximal solutions for a class of degenerate Hamilton-Jacobi equations
• Shape-from-shading, viscosity solutions and edges
• The variational approach to shape from shading
• Uniqueness results for a class of hamilton-jacobi equations with singular coefficients

Cited in

(5)

• A numerical algorithm for singular optimal control synthesis using continuation methods
• Numerical procedure for solving a class of singular optimal control problems
• A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions
• Numerical solution of singularly perturbed boundary value problems based on optimal control strategy
• A numerical algorithm for singular optimal LQ control systems

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