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

• Autorzy: Edyta Jacewicz
• 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 ε-value function is defined as an approximation for the value function being a solution to the Hamilton-Jacobi equation. The paper shows how an ε-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

ε-value function; Hamilton-Jacobi equation; non-linear optimisation; approximate minimum; dynamic programming; Bolza problem; optimal control

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2001
• Tom: 11
• Numer: 2
• Strony: 391-428

Daty

wydano

2001

otrzymano

2001-04-27

Twórcy

autor

Edyta Jacewicz

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

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