A Semi-Lagrangian Scheme for Hamilton--Jacobi--Bellman Equations on Networks

DOI10.1137/19M1260931zbMath1459.65173MaRDI QIDQ5134978

Nicolas Forcadel, Adriano Festa, Elisabetta Carlini

Publication date: 18 November 2020

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

convergence analysisnetworkssemi-Lagrangian schemeHamilton-Jacobi-Bellmann equations

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Traffic problems in operations research (90B20) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (3)

Approximation of the Value Function for Optimal Control Problems on Stratified Domains ⋮ Navigation system-based routing strategies in traffic flows on networks ⋮ Error estimates for a finite difference scheme associated with Hamilton-Jacobi equations on a junction

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