Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm

DOI10.1007/s11424-017-5149-1zbMath1380.49031OpenAlexW2611165244MaRDI QIDQ1697735

Tao-Tao Wu, Bao-Zhu Guo

Publication date: 20 February 2018

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-017-5149-1

zbMATH Keywords

Hamilton-Jacobi-Bellman equationoptimal feedback controlcurse of dimensionalityviscosity solutionsupwind finite difference

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Discrete approximations in optimal control (49M25)

Related Items (4)

Multilevel techniques for the solution of HJB minimum-time control problems ⋮ A numerical construction of the universal feedback control in problems of nonlinear controls under disturbance ⋮ Approximate solutions to the Hamilton-Jacobi equations for generating functions ⋮ Adaptive numerical approach for optimal control of a single train

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