# 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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