| Abstract: |
| In this talk, based on joint work with J. Gianatti and E. Vilches, we first provide a theoretical framework for finite horizon optimal control problems in which the state is governed by a controlled sweeping process, and we show that the value function is the unique viscosity solution of the associated Hamilton-Jacobi-Bellman equation. We then introduce a semi-Lagrangian scheme to approximate the value function and establish its convergence. Finally, we present numerical experiments for two-dimensional problems and discuss some promising extensions. |
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