Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs

Kalise, Dante; Kunisch, Karl

doi:10.1137/17m1116635

Public

Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs

Shared by NobleBlocks on Jan 1, 2018 • 12:00 AM UTC

Authors:

Dante Kalise

Karl Kunisch

Abstract

A procedure for the numerical approximation of high-dimensional Hamilton--Jacobi--Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a pseudospectral collocation approximation of the PDE dynamics and an ite...

Subject

Hamilton–Jacobi–Bellman equation

Mathematics

Galerkin method

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