Splitting Enables Overcoming the Curse of Dimensionality
DOI10.1007/978-3-319-41589-5_12zbMATH Open1372.65190OpenAlexW2568019796MaRDI QIDQ5350484FDOQ5350484
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
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linear programmingnumerical examplesalgorithmdifferential gameslevel set methodoptimal controlnonconvex HamiltoniansHamilton-Jacobi initial value problem
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)
Cited In (6)
- An efficient algorithm for Hamilton-Jacobi equations in high dimension
- Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
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- Algorithm for overcoming the curse of dimensionality for certain non-convex Hamilton-Jacobi equations, projections and differential games
- Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems
- 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
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