An efficient algorithm for Hamilton-Jacobi equations in high dimension
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numerical resultsbiologydifferential gamescontrol problemsfront propagationaerospace engineeringsemi-Lagrangian algorithmfirst order Hamilton-Jacobi equationsecomomyoptimal control finite horizon problem
Numerical optimization and variational techniques (65K10) First-order nonlinear hyperbolic equations (35L60) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
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Cites work
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- A numerical approach to the infinite horizon problem of deterministic control theory
- A splitting algorithm for Hamilton-Jacobi-Bellman equations
- An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation
- An adaptive scheme on unstructured grids for the shape-from-shading problem
- Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models
- Convergence Analysis for a Class of High-Order Semi-Lagrangian Advection Schemes
- Convergence of Semi-Lagrangian Approximations to Convex Hamilton--Jacobi Equations under (Very) Large Courant Numbers
- Discrete time high-order schemes for viscosity solutions of Hamilton- Jacobi-Bellman equations
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- Numerical methods for viscosity solutions and applications
- On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
- On numerical algorithm and interactive visualization for optimal control problems
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Ordered upwind methods for static Hamilton–Jacobi equations
- Semi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methods
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics
Cited in
(32)- Convergence of meshfree collocation methods for fully nonlinear parabolic equations
- On quadratic approximations for Hamilton-Jacobi-Bellman equations
- Dynamic programming using radial basis functions
- Value iteration convergence of -monotone schemes for stationary Hamilton-Jacobi equations
- An efficient DP algorithm on a tree-structure for finite horizon optimal control problems
- 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
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation
- Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach
- 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
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics
- Approximation schemes for solving disturbed control problems with non-terminal time and state constraints
- Hamilton-Jacobi-Bellman equations
- A higher order frozen Jacobian iterative method for solving Hamilton-Jacobi equations
- 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
- Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm
- Recent Results in the Approximation of Nonlinear Optimal Control Problems
- HJB-RBF based approach for the control of PDEs
- Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
- Fast Sweeping Algorithms for a Class of Hamilton--Jacobi Equations
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