Creator:

Jacewicz, Edyta

Contributor:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Title:

An algorithm for construction of ?-value functions for the Bolza control problem

Group publication title:

AMCS, volume 11 (2001)

Subject and Keywords:

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.

Publisher:

Zielona Góra: Uniwersytet Zielonogórski

Date:

2001

Resource Type:

artykuł

Pages:

391-428

Source:

AMCS, volume 11, number 2 (2001) ; click here to follow the link

Language:

eng

License CC BY 4.0:

click here to follow the link

Rights:

Biblioteka Uniwersytetu Zielonogórskiego