Computation of solutions to the Moskowitz Hamilton-Jacobi-Bellman equation under viability constraints

This article proposes a new capture basin algorithm for computing the numerical solution of a class of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs), based on a Lax-Hopf formula. The capture basin algorithm is derived and implemented to perform numerical computations of constra...

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Bibliographic Details
Published in2007 46th IEEE Conference on Decision and Control pp. 4737 - 4742
Main Authors Bayen, A.M., Claudel, C., Saint-Pierre, P.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.12.2007
Subjects
Algorithm design and analysis
Differential equations
Electric shock
Partial differential equations
Road transportation
Road vehicles
Space vehicles
Systems engineering and theory
Terminology
USA Councils
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ISBN9781424414970
1424414970
ISSN0191-2216
DOI10.1109/CDC.2007.4434060

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Summary:This article proposes a new capture basin algorithm for computing the numerical solution of a class of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs), based on a Lax-Hopf formula. The capture basin algorithm is derived and implemented to perform numerical computations of constrained solutions. The rate of convergence of this first order algorithm is assessed experimentally using an analytical benchmark problem. Finally, its performance is measured with highway data obtained for interstate 180 in California.
ISBN:9781424414970
1424414970
ISSN:0191-2216
DOI:10.1109/CDC.2007.4434060