An accelerated value/policy iteration scheme for optimal control problems and games

被引：0
|
作者：
University of Hamburg, Bundesstraße 55, Hamburg, Germany [1 ]
不详 [2 ]
不详 [3 ]
机构：
[1] University of Hamburg, Bundesstraße 55, Hamburg
[2] SAPIENZA, University of Rome, Ple. Aldo Moro 2, Rome
[3] RICAM, Austrian Academy of Sciences, Altenberger Straße 69, Linz
来源：
Lect. Notes Comput. Sci. Eng. | / 489-497期
基金：
奥地利科学基金会;
关键词：
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
D O I：
10.1007/978-3-319-10705-9_48
中图分类号：
学科分类号：
摘要：
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems and differential games. The new scheme combines the advantages of value iteration and policy iteration methods by means of an efficient coupling. The method starts with a value iteration phase on a coarse mesh and then switches to a policy iteration procedure over a finer mesh when a fixed error threshold is reached.We present numerical tests assessing the performance of the scheme. © Springer International Publishing Switzerland 2015.
引用
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页码：489 / 497
页数：8
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