Splitting Enables Overcoming the Curse of Dimensionality

DOI10.1007/978-3-319-41589-5_12MaRDI QIDQ5350484zbMATH OpenOpenAlexFDO

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

algorithmdifferential gamesHamilton-Jacobi initial value problemlevel set methodlinear programmingnonconvex Hamiltoniansnumerical examplesoptimal control

Mathematics Subject Classification ID

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

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Cited in

(6)

• An efficient algorithm for Hamilton-Jacobi equations in high dimension
• Algorithm for overcoming the curse of dimensionality for certain non-convex Hamilton-Jacobi equations, projections and differential games
• Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
• Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
• 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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