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

DOI10.4310/AMSA.2018.v3.n2.a1zbMath1415.35087WikidataQ129384147 ScholiaQ129384147MaRDI QIDQ1797853

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

Publication date: 22 October 2018

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

zbMATH Keywords

Hopf formulanonconvex ADMM

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Differential games and control (49N70) Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Application models in control theory (93C95) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)

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