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 / ConférenceDate
2008-01Conference title
46th IEEE Conference on Decision and ControlConference date
2007-12Conference city
New OrleansConference country
États-UnisBook title
46th IEEE conference on decision and controlPublisher
Ieee Press Books
Published in
New York
ISBN
978-1-4244-1497-0
Number of pages
6405Pages
4737-4742
Publication identifier
Metadata
Show full item recordAbstract (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)Related items
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