An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation

DOI10.1007/S10898-012-9850-2MaRDI QIDQ2393057zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 7 August 2013

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-012-9850-2

zbMATH Keywords

domain decompositionoptimal stochastic controlradial basis functionsadaptive refinementoptimal feedback controlparallel computationsHamilton-Jacobi-Bellmann equationleast-squares collocation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete approximations in optimal control (49M25) Decomposition methods (49M27) Feedback control (93B52) Optimal stochastic control (93E20) Optimal feedback synthesis (49N35)

Recommendations

• Modified domain decomposition method for Hamilton-Jacobi-Bellman equations
• An adaptive least-squares collocation radial basis function method for the HJB equation
• Domain decomposition algorithms for solving hamilton-jacobi-bellman equations
• A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation
• Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations

Cites work

• scientific article; zbMATH DE number 1254173 (Why is no real title available?)
• scientific article; zbMATH DE number 1405863 (Why is no real title available?)
• A radial basis collocation method for Hamilton-Jacobi-Bellman equations
• An adaptive least-squares collocation radial basis function method for the HJB equation
• An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
• Approximation of optimal feedback control: a dynamic programming approach
• Circumventing the ill-conditioning problem with multiquadric radial basis functions: Applications to elliptic partial differential equations
• Domain decomposition for time-dependent problems using radial based meshless methods
• Least squares collocation solution of elliptic problems in general regions
• Multizone decomposition for simulation of time-dependent problems using the multiquadratic scheme
• Node adaptive domain decomposition method by radial basis functions
• Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method
• Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method
• On application of an alternating direction method to Hamilton--Jacobin--Bellman equations.
• On similarities between two models of global optimization: Statistical models and radial basis functions
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
• The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains

Cited in

(7)

• A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines
• An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation
• A splitting algorithm for Hamilton-Jacobi-Bellman equations
• Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
• Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations
• An adaptive least-squares collocation radial basis function method for the HJB equation
• Domain decomposition algorithms for solving hamilton-jacobi-bellman equations

This page was built for publication: An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2393057)