Discrete approximation of the viscous HJ equation

DOI10.1007/s40072-021-00192-zzbMath1480.49025arXiv2002.06674OpenAlexW3145983902WikidataQ114219578 ScholiaQ114219578MaRDI QIDQ2068926

Andrea Davini, Hitoshi Ishii, Héctor Sánchez-Morgado, Renato Iturriaga

Publication date: 20 January 2022

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.06674

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Singular perturbations in context of PDEs (35B25) Degenerate elliptic equations (35J70) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) Hamilton-Jacobi equations (35F21)

Related Items (1)

Discrete approximation of stationary mean field games

Cites Work

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• Viscosity solution methods and the discrete Aubry-Mather problem
• Approximate solutions of the Bellman equation of deterministic control theory
• Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
• Discrete dynamic programming and viscosity solutions of the Bellman equation
• Viscosity solutions of Hamilton-Jacobi equations
• Error estimates for the approximation of the effective Hamiltonian
• User’s guide to viscosity solutions of second order partial differential equations
• Convergence of discrete Aubry–Mather model in the continuous limit
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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