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. Assumptions. We posit the following assumptions

• Type: Conference
• Year: 2007
• Where: HYBRID
• Authors: Alexandre M. Bayen, Christian G. Claudel, Patrick Saint-Pierre
• Keywords: Capture Basin Algorithm, Control Systems, HYBRID 2007, Numerical Computations, Numerical Solution