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math.OC2021
Hopf-type representation formulas and efficient algorithms for certain high-dimensional optimal control problems
Paula Chen, Jérôme Darbon, Tingwei Meng
Two key challenges in optimal control include efficiently solving high-dimensional problems and handling optimal control problems with state-dependent running costs. In this paper,…
math.OC2021★ 4 cited
Lax-Oleinik-type formulas and efficient algorithms for certain high-dimensional optimal control problems
Paula Chen, Jérôme Darbon, Tingwei Meng
Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable…