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
TypeCommunication / Conférence
Conference title46th IEEE Conference on Decision and Control
Conference cityNew Orleans
Book title46th IEEE conference on decision and control
Number of pages6405
MetadataShow full item record
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 / KeywordsLighthill-Whitham-Richards (LWR); partial differential equation (PDE)
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