An approximation to discrete optimal feedback controls (Q1415150)

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scientific article; zbMATH DE number 2012590
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An approximation to discrete optimal feedback controls
scientific article; zbMATH DE number 2012590

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    An approximation to discrete optimal feedback controls (English)
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    3 December 2003
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    Summary: We study discrete solutions of nonlinear optimal control problems. By value functions, we construct difference equations to approximate the optimal control on each interval of ``small'' time. We aim to find a discrete optimal feedback control. An algorithm is proposed for computing the solution of the optimal control problem.
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    difference equations
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    discrete optimal feedback control
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    algorithm
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