A method for constructing ε-value functions for the Bolza problem of optimal control

• Autorzy: Jan Pustelnik
• 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

Hamilton-Jacobi equation; value function; 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: 2005
• Tom: 15
• Numer: 2
• Strony: 177-186

Daty

wydano

2005

otrzymano

2004-05-27

poprawiono

2004-10-08

(nieznana)

2005-01-10

Twórcy

autor

Jan Pustelnik

• Faculty of Mathematics, University of Łódź, ul. Banacha 22, 90–238 Łódź, Poland

Bibliografia

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