Workshop 3: November 21-25, 2016

Numerical methods for Hamilton-Jacobi equations in optimal control and related fields


Local Co-Organizers

Main topics

The dynamic programming approach for optimal control problems has been systematically studied since the 50s. The Hamilton-Jacobi equation derived from the dynamic programming principle allows to characterize the value function associated with the optimal control problem. The optimal feedback control is synthesized using the optimality conditions. This approach has the advantage of reaching directly the global optimum and of being robust against system perturbations. However, there remains an important effort for the numerical realization of optimal feedback strategies, mainly because of the curse of dimensionality arising from solving the Hamilton-Jacobi-Bellman equations numerically.

The workshop is thus devoted to the development of numerical methods for Hamilton-Jacobi equations, with an emphasis on the applications to optimal control and related fields. The main topics is ranging from deterministic and stochastic optimal control, first order and second order Hamilton-Jacobi equations and numerical analysis.

Group photo