A method for constructing ε-value functions for the Bolza problem of optimal control
International Journal of Applied Mathematics and Computer Science (2005)
- Volume: 15, Issue: 2, page 177-186
- ISSN: 1641-876X
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topPustelnik, Jan. "A method for constructing ε-value functions for the Bolza problem of optimal control." International Journal of Applied Mathematics and Computer Science 15.2 (2005): 177-186. <http://eudml.org/doc/207733>.
@article{Pustelnik2005,
abstract = {The problem considered is that of approximate minimisation of the Bolza problem of optimal control. Starting from Bellman's method of dynamic programming, we define the ε-value function to be an approximation to the value function being a solution to the Hamilton-Jacobi equation. The paper shows an approach that can be used to construct an algorithm for calculating the values of an ε-value function at given points, thus approximating the respective values of the value function.},
author = {Pustelnik, Jan},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {Hamilton-Jacobi equation; value function; non-linear optimisation; approximate minimum; dynamic programming; Bolza problem; optimal control; nonlinear optimisation},
language = {eng},
number = {2},
pages = {177-186},
title = {A method for constructing ε-value functions for the Bolza problem of optimal control},
url = {http://eudml.org/doc/207733},
volume = {15},
year = {2005},
}
TY - JOUR
AU - Pustelnik, Jan
TI - A method for constructing ε-value functions for the Bolza problem of optimal control
JO - International Journal of Applied Mathematics and Computer Science
PY - 2005
VL - 15
IS - 2
SP - 177
EP - 186
AB - The problem considered is that of approximate minimisation of the Bolza problem of optimal control. Starting from Bellman's method of dynamic programming, we define the ε-value function to be an approximation to the value function being a solution to the Hamilton-Jacobi equation. The paper shows an approach that can be used to construct an algorithm for calculating the values of an ε-value function at given points, thus approximating the respective values of the value function.
LA - eng
KW - Hamilton-Jacobi equation; value function; non-linear optimisation; approximate minimum; dynamic programming; Bolza problem; optimal control; nonlinear optimisation
UR - http://eudml.org/doc/207733
ER -
References
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