Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations

DOI10.1007/s00245-018-9509-6zbMath1461.49028arXiv1711.03314OpenAlexW2767915842MaRDI QIDQ2019982

Ivan Yegorov, Peter M. Dower

Publication date: 22 April 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.03314

zbMATH Keywords

optimal controldifferential gamesHamilton-Jacobi equationsmethod of characteristicscurse of dimensionalityfeedback strategies

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Numerical methods based on necessary conditions (49M05) Optimal feedback synthesis (49N35) Differential games and control (49N70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi equations (35F21)

Related Items (12)

On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations ⋮ SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems ⋮ Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs ⋮ Unnamed Item ⋮ Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations ⋮ Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations ⋮ Exploiting characteristics in stationary action problems ⋮ Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula ⋮ Algorithms of data generation for deep learning and feedback design: a survey ⋮ Adaptive Deep Learning for High-Dimensional Hamilton--Jacobi--Bellman Equations ⋮ Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations ⋮ Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures

Uses Software

• ToolboxLS
• ROC-HJ

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