Viability-Based Computations of Solutions to the Hamilton-Jacobi-Bellman Equation

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) [3], based on a Lax-Hopf formula [2]. The capture basin algorithm is derived and implemented to perform numerical computations. I...

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Bibliographic Details
Published inHybrid Systems Vol. 4416; pp. 645 - 649
Main Authors Bayen, Alexandre M., Claudel, Christian, Saint-Pierre, Patrick
Format Book Chapter
LanguageEnglish
Published Germany Springer Berlin / Heidelberg 2007
Springer Berlin Heidelberg
SeriesLecture Notes in Computer Science
Subjects
Explicit Analytical Solution
Highway Data
Sured Curve
Unconstrained Solution
Viability Kernel
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ISBN9783540714927
3540714928
ISSN0302-9743
1611-3349
1611-3349
DOI10.1007/978-3-540-71493-4_52

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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) [3], based on a Lax-Hopf formula [2]. The capture basin algorithm is derived and implemented to perform numerical computations. Its performance is measured with highway data obtained for interstate I80 in California.
ISBN:9783540714927
3540714928
ISSN:0302-9743
1611-3349
1611-3349
DOI:10.1007/978-3-540-71493-4_52