57 citations · 143 across the 21 of their papers we have counts for
5 papers · 1 filter
An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
Alessandro Alla, Maurizio Falcone, Dante Kalise
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iterat…
An adaptive POD approximation method for the control of advection-diffusion equations
Alessandro Alla, Maurizio Falcone
We present an algorithm for the approximation of a finite horizon optimal control problem for advection-diffusion equations. The method is based on the coupling between an adaptive…
A semi-Lagrangian scheme for the game -Laplacian via -averaging
M. Falcone, S. Finzi Vita, T. Giorgi +1
We present and analyze an approximation scheme for the two-dimensional game -Laplacian in the framework of viscosity solutions. The approximation is based on a semi-Lagrangian s…
An approximation scheme for an Eikonal Equation with discontinuous coefficient
Adriano Festa, Maurizio Falcone
We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More pr…
Can local single-pass methods solve any stationary Hamilton-Jacobi-Bellman equation?
Simone Cacace, Emiliano Cristiani, Maurizio Falcone
The use of local single-pass methods (like, e.g., the Fast Marching method) has become popular in the solution of some Hamilton-Jacobi equations. The prototype of these equations i…