A Method for Constructing ε-value Functions for The Bolza Problem of Optimal Control

• Autorzy: Pustelnik J.
• Języki publikacji: EN

Abstrakty

EN

The problem considered is that of approximate minimisation of the Bolza problem of optimal control. Starting from Bellman's method of dynamic programming, we define the ε-value function to be an approximation to the value function being a solution to the Hamilton-Jacobi equation. The paper shows an approach that can be used to construct an algorithm for calculating the values of an ε-value function at given points, thus approximating the respective values of the value function.

Słowa kluczowe

EN

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

PL

optymalizacja nieliniowa; sterowanie optymalne; równanie Hamiltona-Jacobiego; programowanie dynamiczne; wartość funkcji

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2005
• Tom: Vol. 15, no 2
• Strony: 177--186
• Opis fizyczny: Bibliogr. 9 poz.

Twórcy

autor

Pustelnik J.

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

Bibliografia

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