Label-Setting Methods for Multimode Stochastic Shortest Path Problems on Graphs

DOI10.1287/moor.1080.0321zbMath1218.90205arXiv0707.0335OpenAlexW2131482590MaRDI QIDQ3168996

Alexander Vladimirsky

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.0335

zbMATH Keywords

optimal controldynamic programmingstochastic shortest pathfast marching methodHamilton-Jacobi PDEslabel-settingdial's methodDijkstra's method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) PDEs in connection with control and optimization (35Q93)

Related Items (7)

A Dijkstra-type algorithm for dynamic games ⋮ Efficient fast marching with Finsler metrics ⋮ An ordered upwind method with precomputed stencil and monotone node acceptance for solving static convex Hamilton-Jacobi equations ⋮ Minimal Stencils for Discretizations of Anisotropic PDEs Preserving Causality or the Maximum Principle ⋮ Riemannian Fast-Marching on Cartesian Grids, Using Voronoi's First Reduction of Quadratic Forms ⋮ Robust shortest path planning and semicontractive dynamic programming ⋮ Optimal Control with Budget Constraints and Resets

Uses Software

• Algorithm 360

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