An Algorithm for Construction of varepsilon-Value Functions for the Bolza Control Problem

• Autorzy: Jacewicz E.
• Języki publikacji: EN

Abstrakty

EN

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 varepsilon-value function is defined as an approximation for the value function being a solution to the Hamilton-Jacobi equation. The paper shows how an varepsilon-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.

Słowa kluczowe

EN

nonlinear optimization; Bolza problem; optimal control; Hamilton-Jacobi equation; dynamic programming; varepsilon-value function; approximate minimum

PL

optymalizacja nieliniowa; sterowanie optymalne

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2001
• Tom: Vol. 11, no 2
• Strony: 391--428
• Opis fizyczny: Bibliogr. 11 poz.

Twórcy

autor

Jacewicz E.

• Department of Mathematics University of Lodz ul. Banacha 22, 90-238 Lodz, Poland,