{
  "abstract": "Convergence of the bilevel policy iteration algorithm for the value function, satisfying the Hamilton-Jacobi-Isaacs (HJI) equation, is analyzed in the presence of control constraints. Both first and second-order HJI equations corresponding to the deterministic and stochastic systems are considered. For numerical tests, a semi-implicit upwind scheme for backward HJI PDEs is applied and a thorough comparison between the solutions to first and second-order Hamilton-Jacobi-Bellman (HJB) equations is presented for both the unconstrained and the constrained control cases.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2609.29368",
  "author_total": 2,
  "authors": [
    {
      "name": "Sudeep Kundu"
    },
    {
      "name": "Karl Kunisch"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/cwv9dctxwx2f8.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2609.29368",
  "fulltext_url": null,
  "id": "cwv9dctxwx2f8",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2609.29368",
  "language": null,
  "licence": "CC-BY-NC-ND-4.0",
  "licence_label": "CC BY-NC-ND 4.0",
  "licence_source": "article",
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  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "cs.NA"
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      "arxiv",
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      "arxiv",
      "math.OC"
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      "openalex",
      "1703|Adaptive Dynamic Programming Control"
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  "openalex": "W7214378022",
  "pdf_url": "https://arxiv.org/pdf/2609.29368",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-24",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/cwv9dctxwx2f8.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:24:57Z",
      "native_id": "2609.29368",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2609.29368"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.NA",
      "subfield": "numerical-analysis"
    },
    {
      "field": "mathematics",
      "origin": "arxiv:math.OC",
      "subfield": "optimisation-control"
    }
  ],
  "title": "Policy iteration for Hamilton-Jacobi-Isaacs equations with control constraints and comparison with Hamilton-Jacobi-Bellman equations",
  "title_text": "Policy iteration for Hamilton-Jacobi-Isaacs equations with control constraints and comparison with Hamilton-Jacobi-Bellman equations",
  "type": "preprint",
  "updated_at": "2026-10-30T12:24:57Z",
  "url": "https://research.draconitic.com/paper/cwv9dctxwx2f8",
  "venue": "arXiv",
  "versions": []
}