A splitting method for overcoming the curse of dimensionality in Hamilton-Jacobi equations arising from nonlinear optimal control and differential games with …

AT Lin, YT Chow, S Osher - arXiv preprint arXiv:1803.01215, 2018 - arxiv.org
Recent observations have been made that bridge splitting methods arising from
optimization, to the Hopf and Lax formulas for Hamilton-Jacobi Equations with Hamiltonians …

Suboptimal nonlinear feedback control laws for collective dynamics

M Herty, D Kalise - 2018 IEEE 14th International Conference on …, 2018 - ieeexplore.ieee.org
We present feedback control methodologies for the stabilization of nonlinear collective
dynamics. The proposed controllers circumvent the curse of dimensionality associated to …

Error estimates for a tree structure algorithm solving finite horizon control problems

L Saluzzi, A Alla, M Falcone - arXiv preprint arXiv:1812.11194, 2018 - arxiv.org
In the Dynamic Programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …

Polynomial approximation of high-dimensional Hamilton-Jacobi-Bellman equations

D Kalise - jmzs.cl
In this talk we present a procedure for the numerical approximation of high-dimensional
Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control problems …