Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control
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Publication:4243582
convergencelarge deviationsweak convergencecalculus of variationsrobust controlcomputer visionfinite difference approximationMarkov chain approximationrobust filteringdeterministic optimal control
Numerical analysis or methods applied to Markov chains (65C40) Numerical optimization and variational techniques (65K10) Large deviations (60F10) Signal detection and filtering (aspects of stochastic processes) (60G35) Existence theories for optimal control problems involving ordinary differential equations (49J15) Dynamic programming in optimal control and differential games (49L20)
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- An ordered upwind method with precomputed stencil and monotone node acceptance for solving static convex Hamilton-Jacobi equations
- Fast sweeping methods for factored anisotropic eikonal equations: multiplicative and additive factors
- A fast Eulerian approach for computation of global isochrons in high dimensions
- A level-set adjoint-state method for transmission traveltime tomography in irregular domains
- Fast sweeping fifth order WENO scheme for static Hamilton-Jacobi equations with accurate boundary treatment
- Legendre-transform-based fast sweeping methods for static Hamilton-Jacobi equations on triangulated meshes
- Parallel re-initialization of level set functions on distributed unstructured tetrahedral grids
- Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations
- A fast sweeping method for static convex Hamilton-Jacobi equations
- Hybrid fast sweeping methods for anisotropic eikonal equation in two-dimensional tilted transversely isotropic media
- Operator-splitting based fast sweeping methods for isotropic wave propagation in a moving fluid
- The use of a Legendre pseudospectral viscosity technique to solve a class of nonlinear dynamic Hamilton-Jacobi equations
- O(\(N\)) implementation of the fast marching algorithm
- Level set methods: An overview and some recent results
- The Lax-Friedrichs sweeping method for optimal control problems in continuous and hybrid dynamics
- Fast computation of weighted distance functions and geodesics on implicit hyper-surfaces
- Max-plus summation of Fenchel-transformed semigroups for solution of nonlinear Bellman equations
- Efficient traveltime solutions of the acoustic TI eikonal equation
- Hybrid massively parallel fast sweeping method for static Hamilton-Jacobi equations
- Continuous-time random walks for the numerical solution of stochastic differential equations
- Control-theoretic models of environmental crime
- A third order fast sweeping method with linear computational complexity for eikonal equations
- A hybrid finite difference WENO-ZQ fast sweeping method for static Hamilton-Jacobi equations
- An efficient discontinuous Galerkin method on triangular meshes for a pedestrian flow model
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- The Chebyshev spectral viscosity method for the time dependent eikonal equation
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- A sparse Markov chain approximation of LQ-type stochastic control problems.
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- High order finite difference Hermite WENO fixed-point fast sweeping method for static Hamilton-Jacobi equations
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