%0 Conference Proceedings
%T Two Semi-Lagrangian Fast Methods for Hamilton-Jacobi-Bellman Equations
%+ Università degli Studi di Roma "La Sapienza" = Sapienza University [Rome] (UNIROMA)
%+ Istituto per le Applicazioni del Calcolo "Mauro Picone" (IAC)
%A Cacace, Simone
%A Cristiani, Emiliano
%A Falcone, Maurizio
%< avec comité de lecture
%( IFIP Advances in Information and Communication Technology
%B 26th Conference on System Modeling and Optimization (CSMO)
%C Klagenfurt, Austria
%Y Christian Pötzsche
%Y Clemens Heuberger
%Y Barbara Kaltenbacher
%Y Franz Rendl
%I Springer Berlin Heidelberg
%3 System Modeling and Optimization
%V AICT-443
%P 74-84
%8 2013-09-09
%D 2013
%R 10.1007/978-3-662-45504-3_7
%K Single-pass methods
%K Fast iterative method
%K Fast sweeping method
%K Fast marching method
%Z Computer Science [cs]Conference papers
%X In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton–Jacobi–Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used to solve HJB equations with no relevant modifications with respect to the original algorithm proposed for the eikonal equation, and that it overcomes FSM in many cases. Observing the evolution of the active list of nodes for FIM, we recover another numerical validation of the arguments recently discussed in [1] about the impossibility of creating local single-pass methods for HJB equations.
%G English
%Z TC 7
%2 https://inria.hal.science/hal-01286401/document
%2 https://inria.hal.science/hal-01286401/file/978-3-662-45504-3_7_Chapter.pdf
%L hal-01286401
%U https://inria.hal.science/hal-01286401
%~ IFIP
%~ IFIP-AICT
%~ IFIP-TC
%~ IFIP-AICT-443
%~ IFIP-TC7