Splitting Enables Overcoming the Curse of Dimensionality

DOI10.1007/978-3-319-41589-5_12MaRDI QIDQ5350484zbMATHOpenAlexFDO

Authors Jérôme Darbon, Stanley Osher

Publication date 1 September 2017

Published in Splitting Methods in Communication, Imaging, Science, and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-41589-5_12

zbMATH Keywords

linear programmingnumerical examplesalgorithmdifferential gameslevel set methodoptimal controlnonconvex HamiltoniansHamilton-Jacobi initial value problem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear programming (90C05) Differential games (aspects of game theory) (91A23) Hamilton-Jacobi equations (35F21) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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Cited in

(6)

• Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems
• Algorithm for overcoming the curse of dimensionality for certain non-convex Hamilton-Jacobi equations, projections and differential games
• A splitting method for overcoming the curse of dimensionality in Hamilton-Jacobi equations arising from nonlinear optimal control and differential games with applications to trajectory generation
• Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
• Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
• An efficient algorithm for Hamilton-Jacobi equations in high dimension

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