Optimal control and Hamilton-Jacobi-Bellman equations: Numerical methods and Ap-
plications
Organizers:
Axel Kroener (INRIA Saclay) and Dante Kalise (RICAM, Austria)
Abstract:
The minisymposium is mainly concerned with the study of numerical methods for solving optimal control problems by means of Hamilton-Jacobi-Bellman (HJB) equations,
and the discussion of interesting related applications. Following the theory of dynamic
programming, the value function of a control problem can be characterized as the viscosity solution of a HJB equation. Furthermore, this solution approach provides a feedback
map between the current state of the system and the associated optimal control. The
numerical treatment of this approach is very challenging and is subject of intensive research. The aim of the minisymposium will be to bring together researchers addressing
this problem from different perspectives, in order to discuss various new developments
on theoretical, numerical, and computational aspects, and to present interesting related
applications.
|