On the efficiency of optimal grid synthesis in optimal control problems with fixed terminal time

DOI10.1134/S0012266109110147zbMath1187.49029MaRDI QIDQ2655911

N. N. Subbotina, T. B. Tokmantsev

Publication date: 27 January 2010

Published in: Differential Equations (Search for Journal in Brave)

zbMATH Keywords

Bellman equationfeedback controlBolza functionaloptimal grid synthesissub-differential of the minimax viscosity solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Control problems involving ordinary differential equations (34H05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (6)

The sufficient conditions for continuous -optimal feedbacks in control problems with a terminal cost ⋮ Assessing alternative control strategies for systems with asymptotically stable equilibrium positions ⋮ Classical characteristics of the Bellman equation in constructions of grid optimal synthesis ⋮ Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations ⋮ On Grid Optimal Feedbacks to Control Problems of Prescribed Duration on the Plane ⋮ Synthesis of optimal control in a mathematical model of tumour–immune dynamics

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• A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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