80 citations · 173 across the 18 of their papers we have counts for
4 papers · 1 filter
Deterministic control of randomly-terminated processes
June Andrews, Alexander Vladimirsky
We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programmin…
Causal Domain Restriction for Eikonal Equations
Zachary Clawson, Adam Chacon, Alexander Vladimirsky
Many applications require efficient methods for solving continuous shortest path problems. Such paths can be viewed as characteristics of static Hamilton-Jacobi equations. Several…
A fast implicit method for time-dependent Hamilton-Jacobi PDEs
Alexander Vladimirsky, Changxi Zheng
We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization,…
A parallel Heap-Cell Method for Eikonal equations
Adam Chacon, Alexander Vladimirsky
Numerous applications of Eikonal equations prompted the development of many efficient numerical algorithms. The Heap-Cell Method (HCM) is a recent serial two-scale technique that h…