A High-Order Semi-Lagrangian/Finite Volume Scheme for Hamilton-Jacobi-Isaacs Equations

DOI10.1007/978-3-662-45504-3_10MaRDI QIDQ2948558zbMATH OpenOpenAlexFDO

Authors M. Falcone, Dante Kalise

Publication date 6 October 2015

Published in IFIP Advances in Information and Communication Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-662-45504-3_10

zbMATH Keywords

differential gamesnumerical exampleoptimal controlsemi-Lagrangian schemesfinite volume methodshigh-order schemesHamilton-Jacobi-Isaacs equations

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Hamilton-Jacobi equations (35F21) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

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Cited in

(6)

• Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions
• An efficient algorithm for Hamilton-Jacobi equations in high dimension
• Stable numerical schemes for solving Hamilton-Jacobi-Bellman-Isaacs equations
• HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
• Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics
• A numerical method based on the complementarity and optimal control formulations for solving a family of zero-sum pursuit-evasion differential games

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