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

Saint-Pierre, Patrick; Claudel, Christian; Bayen, Alexandre M. (2008-01), Computation of solutions to the Moskowitz Hamilton-Jacobi-Bellman equation under viability constraints, 46th IEEE conference on decision and control, Ieee Press Books : New York, p. 4737-4742. http://dx.doi.org/10.1109/CDC.2007.4434060

Type
Communication / Conférence
Date
2008-01
Conference title
46th IEEE Conference on Decision and Control
Conference date
2007-12
Conference city
New Orleans
Conference country
États-Unis
Book title
46th IEEE conference on decision and control
Publisher
Ieee Press Books
Published in
New York
ISBN
978-1-4244-1497-0
Number of pages
6405
Pages
4737-4742
Publication identifier
Metadata
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Author(s)
Saint-Pierre, Patrick
Claudel, Christian
Bayen, Alexandre M.
Abstract (EN)
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 I80 in California.
Subjects / Keywords
Lighthill-Whitham-Richards (LWR); partial differential equation (PDE)