Imperial College London > Talks@ee.imperial > Control and Power Seminars > Patchy Solutions of Hamilton Jacobi Bellman Partial Differential Equations

Patchy Solutions of Hamilton Jacobi Bellman Partial Differential Equations

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We compute solutions to the HJB PDE using a combination of techniques. First the solution is computed in a patch around the origin using the power series approach of Al’brecht. The patch is a sublevel set of the computed optimal cost. Then the solution is computed in a set of patches surrounding the Al’brecht patch using Cauchy Kovaleski techniques. Then the solution is computed in a second set of patches surrounding the first set and so on. We believe that the method is higher order.

This talk is part of the Control and Power Seminars series.

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