Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids

DOI10.1007/s10915-016-0240-7zbMath1434.49020OpenAlexW2228567937MaRDI QIDQ514434

Publication date: 2 March 2017

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-016-0240-7

zbMATH Keywords

sparse grids curse of dimensionality HJB equations closed-loop suboptimal control of PDEs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items

A fast compact finite difference method for quasilinear time fractional parabolic equation without singular kernel, On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations, Parallel iterative stabilized finite element methods based on the quadratic equal-order elements for incompressible flows, An adaptive sparse grid local discontinuous Galerkin method for Hamilton-Jacobi equations in high dimensions, Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems, SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems, Stability and convergence of some parallel iterative subgrid stabilized algorithms for the steady Navier-Stokes equations, Data-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman Equations, Optimal polynomial feedback laws for finite horizon control problems, Neural networks for first order HJB equations and application to front propagation with obstacle terms, HJB-RBF based approach for the control of PDEs, Reduced-order finite element approximation based on POD for the parabolic optimal control problem, Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs, Unnamed Item, State-dependent Riccati equation feedback stabilization for nonlinear PDEs, Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs, Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach, Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD, Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations, Model Order Reduction Approaches for Infinite Horizon Optimal Control Problems via the HJB Equation, Feedback control of parametrized PDEs via model order reduction and dynamic programming principle, An HJB-POD approach for the control of nonlinear PDEs on a tree structure, An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems, Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations, Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures, Semiglobal optimal feedback stabilization of autonomous systems via deep neural network approximation, Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format

Cites Work