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

DOI10.1016/J.NA.2005.01.061MaRDI QIDQ999945zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 2085343 (Why is no real title available?)
• A fast sweeping method for Eikonal equations
• Fast Sweeping Methods for Static Hamilton--Jacobi 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
• Numerical computation of the optimal feedback law for nonlinear infinite time horizon control problems
• Optimal Switching for Ordinary Differential Equations
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Systems governed by ordinary differential equations with continuous, switching and impulse controls
• The Nonconvex Multidimensional Riemann Problem for Hamilton–Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(1)

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

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