Olivier Bokanowski ; Nadia Megdich ; Hasnaa Zidani - A method for optimal control problems

arima:1867 - Revue Africaine de Recherche en Informatique et Mathématiques Appliquées, October 19, 2006, Volume 5, Special Issue TAM TAM'05, november 2006 - https://doi.org/10.46298/arima.1867
A method for optimal control problems

Authors: Olivier Bokanowski ORCID-iD1; Nadia Megdich 2; Hasnaa Zidani ORCID-iD2

  • 1 Laboratoire Jacques-Louis Lions
  • 2 Optimisation et commande

We deal with a numerical method for HJB equations coming from optimal control problems with state constraints. More precisely, we present here an antidissipative scheme applied on an adaptative grid. The adaptative grid is generated using linear quadtree structure. This technique of adaptation facilitates stocking data and dealing with large numerical systems.

https://doi.org/10.46298/arima.1867
Source: HAL:hal-01263431v1
Volume: Volume 5, Special Issue TAM TAM'05, november 2006
Published on: October 19, 2006
Submitted on: April 12, 2006
Keywords: optimal control problems, linear quadtree, antidissipative scheme, HJB equations,problèmes de contrôle optimal,équations HJB,schéma antidissipatif,quadtree linéaire,[MATH] Mathematics [math],[INFO] Computer Science [cs]

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Source : ScholeXplorer IsRelatedTo DOI 10.1142/9789812799807_0009
  • 10.1142/9789812799807_0009
  • 10.1142/9789812799807_0009
ADAPTIVE GRID GENERATION FOR EVOLUTIVE HAMILTON-JACOBI-BELLMAN EQUATIONS

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