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Warianty tytułu
Języki publikacji
Abstrakty
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.
Rocznik
Tom
Strony
391--428
Opis fizyczny
Bibliogr. 11 poz.
Twórcy
autor
- Department of Mathematics University of Lodz ul. Banacha 22, 90-238 Lodz, Poland, edja@ericpol.pl
Bibliografia
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BPZ1-0012-0018