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

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.

Author: 
Bayen, Alexandre M.
Claudel, Christian
Saint-Pierre, Patrick
Bemporad, Alberto
Bicchi, Antonio
Publication date: 
January 1, 2007
Publication type: 
Conference Paper
Citation: 
Bayen, A. M., Claudel, C., & Saint-Pierre, P. (2007). Viability-Based Computations of Solutions to the Hamilton-Jacobi-Bellman Equation. In A. Bemporad, A. Bicchi, & G. Buttazzo (Eds.), Hybrid Systems: Computation and Control (pp. 645–649). Springer. https://doi.org/10.1007/978-3-540-71493-4_52