Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere

DOI10.1186/s40687-016-0068-7zbMath1348.49026arXiv1605.01799OpenAlexW2963395620WikidataQ59469038 ScholiaQ59469038MaRDI QIDQ313401

Jérôme Darbon, Stanley J. Osher

Publication date: 9 September 2016

Published in: Research in the Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.01799

zbMATH Keywords

optimal controlnumerical methodsHamilton-Jacobi equations

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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