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Tamtam Proceedings - lamsin

Tamtam Proceedings - lamsin

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An adaptative antidissipative method foroptimal control problemsO. Bokanowski * , N. Megdich ** , H. Zidani *** Lab. Jacques-Louis Lions, Université Pierre et Marie Curie, 175 Rue Chevaleret 75013 Paris,France. Email: boka@math.jussieu.fr ** ENSTA, UMA, 32 Boulevard Victor, 75739 Paris Cedex15, France. Emails: {Nadia.Megdich, Hasnaa.Zidani}@ensta.frABSTRACT. We deal with numerical methods for HJB equations. These equations come from optimalcontrol problems with state constraints.More precisely, we present here an antidissipative scheme applyed on an adaptative grid.The adaptativegrid is generated using linear quadtree structure. This technique of adaptation facilitates stockingdata and dealing with big numerical systems.RÉSUMÉ. On étudie des méthodes numériques pour les équations HJB provenant des problèmes decontrôle optimal avec contraintes sur l’état. Plus précisèment on présente un schéma antidissipatif surune grille adaptative. La grille adaptative est générée en utilisant la structure des quadtree linéaires.Cette technique facilite le stockage et la maniabilité des mailles.KEYWORDS : optimal control problems, HJB equations, antidissipative scheme, linear quadtree.problèmes de contrôle optimal, équations HJB, schéma antidissipatif, quadtree li-MOTS-CLÉS :néaire.75 TAMTAM –Tunis– 2005

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