Imperial College London
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Dr Dante Kalise

Faculty of Natural Sciences, Department of Mathematics

Reader in Computational Optimisation and Control
 
 
 
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Contact

 

d.kalise-balza Website CV

 
 
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Location

 

742Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Alla:2015:10.1007/978-3-319-10705-9_48,
author = {Alla, A and Falcone, M and Kalise, D},
doi = {10.1007/978-3-319-10705-9_48},
journal = {Lecture Notes in Computational Science and Engineering},
pages = {489--497},
title = {An accelerated value/policy iteration scheme for optimal control problems and games},
url = {http://dx.doi.org/10.1007/978-3-319-10705-9_48},
volume = {103},
year = {2015}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - 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.
AU  - Alla,A
AU  - Falcone,M
AU  - Kalise,D
DO  - 10.1007/978-3-319-10705-9_48
EP  - 497
PY  - 2015///
SN  - 1439-7358
SP  - 489
TI  - An accelerated value/policy iteration scheme for optimal control problems and games
T2  - Lecture Notes in Computational Science and Engineering
UR  - http://dx.doi.org/10.1007/978-3-319-10705-9_48
VL  - 103
ER  -
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