Algorithm for overcoming the curse of dimensionality for certain non-convex Hamilton-Jacobi equations, projections and differential games

DOI10.4310/AMSA.2018.v3.n2.a1zbMath1415.35087MaRDI QIDQ1797853

Wotao Yin, Jérôme Darbon, Stanley J. Osher, Yat Tin Chow

Publication date: 22 October 2018

Published in: Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

zbMATH Keywords

Hopf formula; nonconvex ADMM

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

49N70: Differential games and control

49N90: Applications of optimal control and differential games

91A23: Differential games (aspects of game theory)

93C95: Application models in control theory

46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics

35D40: Viscosity solutions to PDEs

35F21: Hamilton-Jacobi equations

35Q93: PDEs in connection with control and optimization