Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations
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Publication:2220578
DOI10.1016/j.jcp.2019.01.051zbMath1452.49016arXiv1704.02524OpenAlexW2963056268WikidataQ128267390 ScholiaQ128267390MaRDI QIDQ2220578
Yat Tin Chow, Jérôme Darbon, Wotao Yin, Stanley J. Osher
Publication date: 25 January 2021
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.02524
optimal controldifferential gamesviscosity solutionHamilton-Jacobi equationsHopf-Lax formulanonconvex Hamiltonian
Numerical optimization and variational techniques (65K10) Hamilton-Jacobi equations (35F21) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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