A Splitting Method For Overcoming the Curse of Dimensionality in Hamilton-Jacobi Equations Arising from Nonlinear Optimal Control and Differential Games with Applications to Trajectory Generation

Alex Tong Lin, Yat Tin Chow, Stanley Osher

Recent observations have been made that bridge splitting methods arising from optimization, to the Hopf and Lax formulas for Hamilton-Jacobi Equations with Hamiltonians $H(p)$. Thi…