A Newton-like algorithm for the shortest path based on the method of evolving junctions

DOI10.4310/CMS.2016.V14.N4.A15MaRDI QIDQ305087zbMATH OpenOpenAlexFDO

Authors Shui-Nee Chow, Wuchen Li, Haomin Zhou

Publication date 26 August 2016

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/cms.2016.v14.n4.a15

zbMATH Keywords

shortest path problemstochastic differential equationsNewton methodevolving junctionsintermittent diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Newton-type methods (49M15) Optimal stochastic control (93E20)

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(4)

• Consequence programming: the algorithm ``at subgoal go back
• Finding the shortest path by evolving junctions on obstacle boundaries (E-JOB): an initial value ODE's approach
• Method of evolving junctions: a new approach to optimal control with constraints
• Fast numerical methods based on SDEs for several problems related to the shortest path

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