TY - GEN
A1 - Jacewicz, Edyta
A2 - Korbicz, Józef (1951- ) - red.
A2 - Uciński, Dariusz - red.
PB - Zielona Góra: Uniwersytet Zielonogórski
N2 - 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 ?-value function is defined as an approximation for the value function being a solution to the Hamilton-Jacobi equation.
N2 - The paper shows how an [epsilon]-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.
L1 - http://www.zbc.uz.zgora.pl/Content/58771/AMCS_2001_11_2_6.pdf
L2 - http://www.zbc.uz.zgora.pl/Content/58771
KW - non-linear optimisation
KW - Bolza problem
KW - optimal control
KW - Hamilton-Jacobi equation
KW - dynamic programming
KW - approximate minimum
T1 - An algorithm for construction of ?-value functions for the Bolza control problem
UR - http://www.zbc.uz.zgora.pl/dlibra/docmetadata?id=58771
ER -