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

Alexandre M. Bayen, Christian Claudel*, Patrick Saint-Pierre

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

10 Scopus citations

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), 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.

Original languageEnglish (US)
Title of host publicationProceedings of the 46th IEEE Conference on Decision and Control 2007, CDC
Pages4737-4742
Number of pages6
DOIs
StatePublished - Dec 1 2007
Event46th IEEE Conference on Decision and Control 2007, CDC - New Orleans, LA, United States
Duration: Dec 12 2007Dec 14 2007

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other46th IEEE Conference on Decision and Control 2007, CDC
CountryUnited States
CityNew Orleans, LA
Period12/12/0712/14/07

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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