The Lax-Friedrichs sweeping method for optimal control problems in continuous and hybrid dynamics

DOI10.1016/J.NA.2005.01.061zbMATH Open1224.65165OpenAlexW1968555238MaRDI QIDQ999945FDOQ999945

C. Navasca, Chiu-Yen Kao, Stanley Osher

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.01.061

Recommendations

• Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations
• Relaxation Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations
• A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
• A numerical method for hybrid optimal control based on dynamic programming
• Approximate finite-horizon optimal control without PDEs

zbMATH Keywords

dynamic programmingnumerical examplesboundary value problemhybrid systemoptimal controlviscosity solutionHamiltonianGauss-SeidelHamilton-Jacobi PDELax-Friedrichs sweeping method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Hamilton-Jacobi equations (35F21) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

• Viscosity Solutions of Hamilton-Jacobi Equations
• Optimal Switching for Ordinary Differential Equations
• Fast Sweeping Methods for Static Hamilton--Jacobi Equations
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• A fast sweeping method for Eikonal equations
• Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations
• Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control
• Systems governed by ordinary differential equations with continuous, switching and impulse controls
• Numerical computation of the optimal feedback law for nonlinear infinite time horizon control problems
• The Nonconvex Multidimensional Riemann Problem for Hamilton–Jacobi Equations
• Title not available (Why is that?)

Cited In (1)

• A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations

This page was built for publication: The Lax-Friedrichs sweeping method for optimal control problems in continuous and hybrid dynamics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q999945)