Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration

DOI10.1016/j.automatica.2017.06.015zbMath1373.49020OpenAlexW2733475290MaRDI QIDQ1679084

Ilya V. Kolmanovsky, Robert A. E. Zidek

Publication date: 8 November 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.06.015

zbMATH Keywords

optimal controlaerospace applicationsapproximate dynamic programmingconstrained nonlinear systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Existence theories in calculus of variations and optimal control (49J99)

Uses Software

• DACE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Well-posed optimization problems
• On the Hamilton-Jacobi-Bellman equations
• Semiconcavity for optimal control problems with exit time
• Discrete-time drift counteraction stochastic optimal control: theory and application-motivated examples
• Controlled Markov processes and viscosity solutions
• Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem
• On the Continuity of Stochastic Exit Time Control Problems
• Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
• Deterministic Exit Time Control Problems With Discontinuous Exit costs
• A First Course in Optimization Theory
• Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
• Optimal containment control for a class of stochastic systems perturbed by poisson and wiener processes

This page was built for publication: Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration