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

Alexandre M. Bayen, Christian Claudel, Patrick Saint-Pierre
Hybrid Systems: Computation and Control  
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.
doi:10.1007/978-3-540-71493-4_52 dblp:conf/hybrid/BayenCS07 fatcat:x6ghoiivvzfxlmyuixnjjyuerq