Abstract
The numerical approximation of the Hamilton-Jacobi equation associated to an optimal control problem is considered by use of a fractional steps method for decoupling it. The mathematical results concerning this approximation scheme ar£ presented. Numerical algorithms with different variants are developed for ID and 2D problems to compute (sub)optimal feedback controls. Numerical tests are presented showing that this approximation method yields a numerically workable procedure to solve Hamilton-Jacobi equations.