2011
DOI: 10.1524/anly.2011.1122
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Approximation schemes for solving disturbed control problems with non-terminal time and state constraints

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Cited by 25 publications
(34 citation statements)
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“…A grid approximation of such a function can be computed as a limiting solution, as t → −∞, of an appropriate Hamilton-Jacobi equation arising from conflict control problems with state constraints (see [7]). The algorithm looks as follows (cf.…”
Section: Grid Methods For Computing Viability Kernelsmentioning
confidence: 99%
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“…A grid approximation of such a function can be computed as a limiting solution, as t → −∞, of an appropriate Hamilton-Jacobi equation arising from conflict control problems with state constraints (see [7]). The algorithm looks as follows (cf.…”
Section: Grid Methods For Computing Viability Kernelsmentioning
confidence: 99%
“…The proof follows from the fact that the both operators (33) and (34) satisfy the same consistency condition (see [7]) corresponding to the Hamiltonian…”
Section: Remarkmentioning
confidence: 98%
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“…Notice that Condition (i) provides the embedding of the level sets of V into the corresponding level sets of g. Condition (ii) provides the u-stability of functions V (see [15,16]), and therefore, the u-stability of the function V . The operation "inf" provides the minimality of the resulting function, i.e., the maximality of its level sets.…”
Section: Numerical Schemementioning
confidence: 99%
“…On the other hand, Theorem 1 shows that the function V can be computed as lim t→−∞ V (t, ·), where V (t, x) is the value function of the differential game with the Hamiltonian H(x, p) and the objective functional J(x(·)) = max τ ∈[t,0] {x(0), g(τ )}; see [16]. This remark allows us to use the numerical methods developed for constructing time-dependent value functions in differential games with state constraints (see [15,16]). …”
Section: Numerical Schemementioning
confidence: 99%