An efficient algorithm for Hamilton-Jacobi equations in high dimension
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Publication:1780937
DOI10.1007/S00791-004-0124-5zbMATH Open1070.65072OpenAlexW2076729694MaRDI QIDQ1780937FDOQ1780937
Authors: Elisabetta Carlini, M. Falcone, Roberto Ferretti 
Publication date: 14 June 2005
Published in: Computing and Visualization in Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00791-004-0124-5
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Cited In (32)
- On quadratic approximations for Hamilton-Jacobi-Bellman equations
- Dynamic programming using radial basis functions
- Value iteration convergence of \(\varepsilon\)-monotone schemes for stationary Hamilton-Jacobi equations
- A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices
- Numerical methods for high dimensional Hamilton-Jacobi equations using radial basis functions
- Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation
- Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems
- Fully-Discrete Schemes for the Value Function of Pursuit-Evasion Games with State Constraints
- Max-plus summation of Fenchel-transformed semigroups for solution of nonlinear Bellman equations
- An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations
- Numerical solution to the optimal feedback control of continuous casting process
- Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
- An approximation scheme for stochastic controls in continuous time
- Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula
- A sparse Markov chain approximation of LQ-type stochastic control problems.
- Application of optimal control techniques and advanced computing to the study of enzyme kinetics
- Optimal control of molecular dynamics using Markov state models
- Alternating Evolution Schemes for Hamilton--Jacobi Equations
- Hamilton-Jacobi-Bellman equations
- A higher order frozen Jacobian iterative method for solving Hamilton-Jacobi equations
- Approximation schemes for solving disturbed control problems with non-terminal time and state constraints
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics
- Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems
- Local minimization algorithms for dynamic programming equations
- Recent Results in the Approximation of Nonlinear Optimal Control Problems
- Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm
- HJB-RBF based approach for the control of PDEs
- Fast Sweeping Algorithms for a Class of Hamilton--Jacobi Equations
- Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
- An efficient DP algorithm on a tree-structure for finite horizon optimal control problems
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations
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