Viability-based computations of solutions to the Hamilton-Jacobi-Bellman equation

Authors:
Alexandre M. Bayen;Christian Claudel;Patrick Saint-Pierre
Affiliations:
University of California at Berkeley, Civil and Environmental Engineering, Berkeley, CA;LICIT Laboratory, ENTPE, INRETS, Vaulx-en-velin Cedex, France;Department of Mathematics, Université Paris-Dauphine, Paris cedex 16, France
Venue:
HSCC'07 Proceedings of the 10th international conference on Hybrid systems: computation and control
Year:
2007

Citing 2
Cited 0

Viability theory

Viability theory
Lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations

SIAM Journal on Control and Optimization

Quantified Score

Hi-index	0.00

Visualization

Abstract

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.