Autor:
Współtwórca:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Tytuł:
An algorithm for construction of ?-value functions for the Bolza control problem
Tytuł publikacji grupowej:
Temat i słowa kluczowe:
non-linear optimisation ; Bolza problem ; optimal control ; Hamilton-Jacobi equation ; dynamic programming ; approximate minimum
Abstract:
The problem considered is that of approximate numerical minimisation of the non-linear control problem of Bolza. Starting from the classical dynamic programming method of Bellman, an ?-value function is defined as an approximation for the value function being a solution to the Hamilton-Jacobi equation. ; The paper shows how an [epsilon]-value function which maintains suitable properties analogous to the original Hamilton-Jacobi value function can be constructed using a stable numerical algorithm. The paper shows the numerical closeness of the approximate minimum to the infimum of the Bolza functional.
Wydawca:
Zielona Góra: Uniwersytet Zielonogórski
Data wydania:
Typ zasobu:
Strony:
Źródło:
AMCS, volume 11, number 2 (2001) ; kliknij tutaj, żeby przejść