An Iterative Algorithm for Solving Hamilton--Jacobi Type Equations

DOI10.1137/S1064827598344315MaRDI QIDQ4509983zbMATH OpenOpenAlexFDO

Authors Jerry Markman, I. N. Katz

Publication date 19 October 2000

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1064827598344315

zbMATH Keywords

convergenceHamilton-Jacobi equationsstabilizationiterative algorithms

Mathematics Subject Classification ID

First-order nonlinear hyperbolic equations (35L60) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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• Feedback control methodologies for nonlinear systems
• Alternating Evolution Schemes for Hamilton--Jacobi Equations
• Nonlinear feedback controllers and compensators: a state-dependent Riccati equation approach
• Convergence of an iterative algorithm for solving Hamilton-Jacobi type equations
• Successive approximation approach of optimal control for nonlinear discrete-time systems
• A higher order frozen Jacobian iterative method for solving Hamilton-Jacobi equations

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