Creator:
Contributor:
Korbicz, Józef - red. ; Uciński, Dariusz - red.
Title:
An algorithm for construction of ?-value functions for the Bolza control problem
Group publication title:
Subject and Keywords:
non-linear optimisation ; Bolza problem ; optimal control ; Hamilton-Jacobi equation ; dynamic programming ; approximate minimum
Abstract:
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. ; 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.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Date:
Resource Type:
Pages:
Source:
AMCS, volume 11, number 2 (2001) ; click here to follow the link