Construction of optimal feedback controls (Q1176600)
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scientific article; zbMATH DE number 12242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of optimal feedback controls |
scientific article; zbMATH DE number 12242 |
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Construction of optimal feedback controls (English)
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25 June 1992
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The authors give an algorithm for constructing an optimal process (i.e., an optimal control and the corresponding optimal state) from a given solution to the Hamilton-Jacobi-Bellman equation associated with an optimal control problem, as a limit of processes with piecewise constant controls. The hypotheses involved are expressed directly in terms of the data. A related algorithm was proposed by \textit{L. D. Berkovitz} [SIAM J. Control Optimization 27, No. 5, 991-1006 (1989; Zbl 0684.49008)], but the hypotheses are of a somewhat implicit nature.
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Hamilton-Jacobi-Bellman equation
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limit of processes with piecewise constant controls
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