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

DOI10.4310/CMS.2018.v16.n7.a9zbMath1480.49039arXiv1803.01215WikidataQ128250692 ScholiaQ128250692MaRDI QIDQ667010

Alex Tong Lin, Yat Tin Chow, Stanley J. Osher

Publication date: 12 March 2019

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.01215

zbMATH Keywords

optimizationoptimal controldifferential gamesHamilton-Jacobi equationsHopf-Lax formulaconvex-concave gamesnonconvex Hamiltoniannonsmooth Hamiltoniantrajectory generation

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Nonconvex programming, global optimization (90C26) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions and duality in mathematical programming (90C46) Differential games and control (49N70) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Optimality conditions for minimax problems (49K35) Hamilton-Jacobi theories (49L99) Numerical methods in optimal control (49M99) Hamilton-Jacobi equations (35F21) Model predictive control (93B45)

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