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Guo Baozhu; Wu Taotao
Source Publicationjournalofsystemsscienceandcomplexity
AbstractThis paper considers optimal feedback control for a general continuous time finite-dimensional deterministic system with finite horizon cost functional. A practically feasible algorithm to calculate the numerical solution of the optimal feedback control by dynamic programming approach is developed. The highlights of this algorithm are: a) It is based on a convergent constructive algorithm for optimal feedback control law which was proposed by the authors before through an approximation for the viscosity solution of the time-space discretization scheme developed by dynamic programming method; b) The computation complexity is significantly reduced since only values of viscosity solution on some local cones around the optimal trajectory are calculated. Two numerical experiments are presented to illustrate the effectiveness and fastness of the algorithm.
Document Type期刊论文
Recommended Citation
GB/T 7714
Guo Baozhu,Wu Taotao. numericalsolutiontooptimalfeedbackcontrolbydynamicprogrammingapproachalocalapproximationalgorithm[J]. journalofsystemsscienceandcomplexity,2017,30(4):782.
APA Guo Baozhu,&Wu Taotao.(2017).numericalsolutiontooptimalfeedbackcontrolbydynamicprogrammingapproachalocalapproximationalgorithm.journalofsystemsscienceandcomplexity,30(4),782.
MLA Guo Baozhu,et al."numericalsolutiontooptimalfeedbackcontrolbydynamicprogrammingapproachalocalapproximationalgorithm".journalofsystemsscienceandcomplexity 30.4(2017):782.
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