A Patchy Dynamic Programming Scheme for a Class of Hamilton--Jacobi--Bellman Equations

DOI10.1137/110841576zbMath1259.65097arXiv1109.3577OpenAlexW1966419611MaRDI QIDQ4903734

Simone Cacace, Athena Picarelli, Maurizio Falcone, Emiliano Cristiani

Publication date: 24 January 2013

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

Full work available at URL: https://arxiv.org/abs/1109.3577

zbMATH Keywords

algorithm optimal control dynamic programming numerical examples domain decomposition Hamilton-Jacobi-Bellman equations

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Existence theories for optimal control problems involving partial differential equations (49J20) Hamilton-Jacobi equations (35F21)

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