Skip to main content
Article thumbnail
Location of Repository

A Toolbox of Hamilton-Jacobi Solvers for Analysis of Nondeterministic Continuous and Hybrid Systems

By Ian M. Mitchell and Jeremy A. Templeton

Abstract

Abstract. Hamilton-Jacobi partial differential equations have many applications in the analysis of nondeterministic continuous and hybrid systems. Unfortunately, analytic solutions are seldom available and numerical approximation requires a great deal of programming infrastructure. In this paper we describe the first publicly available toolbox for approximating the solution of such equations, and discuss three examples of how these equations can be used in system analysis: cost to go, stochastic differential games, and stochastic hybrid systems. For each example we briefly summarize the relevant theory, describe the toolbox implementation, and provide results.

Publisher: Springer-Verlag
Year: 2005
OAI identifier: oai:CiteSeerX.psu:10.1.1.133.9116
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://www.cs.ubc.ca/~mitchell... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.