Numerical solution of two-point BVPs in infinite-horizon optimal control theory: a combined quasilinearization method with exponential Bernstein functions
From MaRDI portal
Publication:5033407
DOI10.1080/00207160.2021.1876850zbMath1483.49011OpenAlexW3124235996WikidataQ115552389 ScholiaQ115552389MaRDI QIDQ5033407
No author found.
Publication date: 22 February 2022
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2021.1876850
convergence analysistwo-point boundary value problemquasilinearization methodinfinite-horizon optimal controlexponential Bernstein functions
Numerical methods based on necessary conditions (49M05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods for functional-differential equations (65L03)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solving generalized pantograph equations by shifted orthonormal Bernstein polynomials
- Exponential Bernstein functions: an effective tool for the solution of heat transfer of a micropolar fluid through a porous medium with radiation
- Pseudospectral methods for solving infinite-horizon optimal control problems
- Multi-player non-zero-sum games: online adaptive learning solution of coupled Hamilton-Jacobi equations
- Numerical study of the controlled van der Pol oscillator in Chebyshev series
- An extension of the method of quasilinearization
- Gauss pseudospectral and continuation methods for solving two-point boundary value problems in optimal control theory
- Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration
- Solutions of differential equations in a Bernstein polynomial basis
- An efficient pseudospectral method for numerical solution of nonlinear singular initial and boundary value problems arising in astrophysics
- Quasilinearization method and its verification on exactly solvable models in quantum mechanics
- Transformed Legendre spectral method for solving infinite horizon optimal control problems
- Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min–max optimal control problems with uncertainty
- The pseudospectral Legendre method for discretizing optimal control problems
- Further improvement of generalized quasilinearization method
- A new approach for solving infinite horizon optimal control problems using Laguerre functions and Ritz spectral method
- Jacobi‐Picard iteration method for the numerical solution of nonlinear initial value problems
- Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations
- Quasilinearization approach to nonlinear problems in physics with application to nonlinear ODEs
- A numerical solution of open-loop Nash equilibrium in nonlinear differential games based on Chebyshev pseudospectral method
