An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation
DOI10.1007/S10898-012-9850-2zbMATH Open1272.49057OpenAlexW2022427093WikidataQ59416165 ScholiaQ59416165MaRDI QIDQ2393057FDOQ2393057
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
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domain decompositionoptimal stochastic controlradial basis functionsadaptive refinementoptimal feedback controlparallel computationsHamilton-Jacobi-Bellmann equationleast-squares collocation
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)
Cites Work
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- Approximation of optimal feedback control: a dynamic programming approach
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Cited In (7)
- An adaptive least-squares collocation radial basis function method for the HJB equation
- An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation
- A splitting algorithm for Hamilton-Jacobi-Bellman equations
- Domain decomposition algorithms for solving hamilton-jacobi-bellman equations
- Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
- A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines
- Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations
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