Computation of solutions to the Moskowitz Hamilton-Jacobi-Bellman equation under viability constraints

Author

Bayen, Alexandre M. ; CLAUDEL, Christian ; SAINT-PIERRE, Patrick

Author_Institution

California Univ., Berkeley

fYear

2007

fDate

12-14 Dec. 2007

Firstpage

4737

Lastpage

4742

Abstract

This article proposes a new capture basin algorithm for computing the numerical solution of a class of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs), based on a Lax-Hopf formula. The capture basin algorithm is derived and implemented to perform numerical computations of constrained solutions. The rate of convergence of this first order algorithm is assessed experimentally using an analytical benchmark problem. Finally, its performance is measured with highway data obtained for interstate 180 in California.

Keywords

partial differential equations; road traffic; transportation; California; Lax-Hopf formula; Moskowitz Hamilton-Jacobi-Bellman equation; first order algorithm; highway data; interstate 180; partial differential equations; viability constraints; Algorithm design and analysis; Differential equations; Electric shock; Partial differential equations; Road transportation; Road vehicles; Space vehicles; Systems engineering and theory; Terminology; USA Councils;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2007 46th IEEE Conference on

Conference_Location

New Orleans, LA

ISSN

0191-2216

Print_ISBN

978-1-4244-1497-0

Electronic_ISBN

0191-2216

Type

conf

DOI

10.1109/CDC.2007.4434060

Filename

4434060