- Tytuł:
- An Algorithm for Construction of varepsilon-Value Functions for the Bolza Control Problem
- Autorzy:
- Jacewicz, E.
- Powiązania:
- https://bibliotekanauki.pl/articles/908335.pdf
- Data publikacji:
- 2001
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
optymalizacja nieliniowa
sterowanie optymalne
nonlinear optimization
Bolza problem
optimal control
Hamilton-Jacobi equation
dynamic programming
varepsilon-value function
approximate minimum - Opis:
- 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.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2001, 11, 2; 391-428
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł