Policy iteration for nonconvex viscous Hamilton--Jacobi equations
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866917944670289920 |
|---|---|
| author | Guo, Xiaoqin Tran, Hung Vinh Zhang, Yuming Paul |
| author_facet | Guo, Xiaoqin Tran, Hung Vinh Zhang, Yuming Paul |
| contents | We study the convergence rates of policy iteration (PI) for nonconvex viscous Hamilton--Jacobi equations using a discrete space-time scheme, where both space and time variables are discretized. We analyze the case with an uncontrolled diffusion term, which corresponds to a possibly degenerate viscous Hamilton--Jacobi equation. We first obtain an exponential convergent result of PI for the discrete space-time schemes. We then investigate the discretization error. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_02159 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Policy iteration for nonconvex viscous Hamilton--Jacobi equations Guo, Xiaoqin Tran, Hung Vinh Zhang, Yuming Paul Numerical Analysis Analysis of PDEs Optimization and Control We study the convergence rates of policy iteration (PI) for nonconvex viscous Hamilton--Jacobi equations using a discrete space-time scheme, where both space and time variables are discretized. We analyze the case with an uncontrolled diffusion term, which corresponds to a possibly degenerate viscous Hamilton--Jacobi equation. We first obtain an exponential convergent result of PI for the discrete space-time schemes. We then investigate the discretization error. |
| title | Policy iteration for nonconvex viscous Hamilton--Jacobi equations |
| topic | Numerical Analysis Analysis of PDEs Optimization and Control |
| url | https://arxiv.org/abs/2503.02159 |