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

100%

Jacewicz E.

International Journal of Applied Mathematics and Computer Science

2001

tom 11

nr 2

391-428

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.

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

100%

Pustelnik J.

International Journal of Applied Mathematics and Computer Science

2005

tom 15

nr 2

177-186

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.

Ograniczanie wyników

2 International Journal of Applied Mathematics and Computer Science

1 Jacewicz E.

1 Pustelnik J.

1 2005

1 2001

Wyniki wyszukiwania

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

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