An adaptative antidissipative method for optimal control problems

Abstract : We deal with a numerical method for HJB equations coming from optimal control problems with state constraints. More precisely, we present here an antidissipative scheme applied on an adaptative grid.The adaptative grid is generated using linear quadtree structure. This technique of adaptation facilitates stocking data and dealing with large numerical systems.
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Submitted on : Friday, May 19, 2006 - 7:39:37 PM
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Olivier Bokanowski, Nadia Megdich, Hasnaa Zidani. An adaptative antidissipative method for optimal control problems. [Research Report] RR-5770, INRIA. 2005, pp.21. ⟨inria-00070250⟩

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