18 search results - page 2 / 4 » On the Numerical Approximation of First-Order Hamilton-Jacob... |
CDC
2008
IEEE
14 years 2 months ago
2008
IEEE
— Motivated by some crowd motion models in the presence of noise, we consider an optimal control problem governed by the Fokker-Planck equation. We sketch optimality conditions b...
SIAMCO
2010
13 years 2 months ago
2010
We consider a target problem for a nonlinear system under state constraints. We give a new continuous level-set approach for characterizing the optimal times and the backward-reach...
ICIP
1994
IEEE
13 years 11 months ago
1994
IEEE
Abstract. Numerical analysis of conservation laws plays an important role in the implementation of curve evolution equations. This paper reviews the relevant concepts in numerical ...
SIAMAM
2010
13 years 6 months ago
2010
We study N-player continuous-time Cournot games in an oligopoly where firms choose production quantities. These are nonzero-sum differential games, whose value functions may be ...
SIAMNUM
2011
13 years 2 months ago
2011
We introduce a new mixed method for the biharmonic problem. The method is based on a formulation where the biharmonic problem is re-written as a system of four first-order equatio...