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Algorithm for Overcoming the Curse of Dimensionality For Time-Dependent Non-convex Hamilton-Jacobi Equations Arising From Optimal Control and Differential Games Problems

Yat Tin Chow, Jérôme Darbon, Stanley Osher, Wotao Yin. Algorithm for Overcoming the Curse of Dimensionality For Time-Dependent Non-convex Hamilton-Jacobi Equations Arising From Optimal Control and Differential Games Problems. J. Sci. Comput., 73(2-3):617-643, 2017. [doi]

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