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numericalsolutiontooptimalfeedbackcontrolbydynamicprogrammingapproachalocalapproximationalgorithm
Guo Baozhu; Wu Taotao
2017
Source Publicationjournalofsystemsscienceandcomplexity
ISSN1009-6124
Volume30Issue:4Pages:782
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.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/37436
Collection系统科学研究所
Affiliation中国科学院数学与系统科学研究院
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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