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SAS 2102

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April 2018

Raymond Yat Tin, UCLA, An algorithm for overcoming the curse of dimensionality in Hamilton-Jacobi equations

In this talk we discuss an algorithm to overcome the curse of dimensionality, in possibly non-convex/time/state-dependent Hamilton-Jacobi partial differential equations.  They may arise from optimal control and differential game problems, and are generally difficult to solve numerically in high dimensions.…

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