Numerical results for a product formula approximation of Hamilton-Jacobi equations
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Publication:4876366
DOI10.1080/00207169508804413zbMath0848.49018OpenAlexW2112747614MaRDI QIDQ4876366
Publication date: 16 October 1996
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207169508804413
numerical methodHamilton-Jacobi equationoptimal feedbackfractional steps methoddiscrete schemefinite time horizon optimal control
Numerical optimization and variational techniques (65K10) Hamilton-Jacobi theories (49L99) Hamilton-Jacobi equations (35F21)
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Cites Work
- On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
- Analysis and control of nonlinear infinite dimensional systems
- Sur l'approximation d'équtions et inéquations aux dérivées partielles non linéaires de type monotone
- A Product Formula Approach to Nonlinear Optimal Control Problems
- Two approximations of solutions of Hamilton-Jacobi equations