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Accuracy of the Patchy Method for Solving the Infinite Horizon Hamilton-Jacobi-Bellman Equation

PDE and Applied Math Seminar

Speaker: Thomas Hunt, UC Davis
Location: 2112 MSB
Start time: Thu, May 12 2011, 3:10PM

In this talk I'll present a modified version of the Patchy algorithm of Krener and Navasca for solving the infinite horizon Hamilton-Jacobi-Bellman equation. I will outline a proof that the Patchy method has higher order accuracy in a region of the state space where the problem data and optimal cost are smooth, and the optimal cost is a strict Lyupanov function.