Approximation of optimal control problems with bound constraints by control parameterization
Walter Alt (2003)
Control and Cybernetics
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Displaying similar documents to “Computing the value function for an optimal control problem.”
Approximation of optimal control problems with bound constraints by control parameterization
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A control problem for a partially observable Markov chain depending on a parameter with long run average cost is studied. Using uniform ergodicity arguments it is shown that, for values of the parameter varying in a compact set, it is possible to consider only a finite number of nearly optimal controls based on the values of actually computable approximate filters. This leads to an algorithm that guarantees nearly selfoptimizing properties without identifiability conditions. The algorithm...
An optimal control problem for a generalized Boussinesq model: The time dependent case.
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A one dimensional deterministic free boundary problem.
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Efficient algorithm to solve optimal boundary control problem for Burgers' equation
Alaeddin Malek, Roghayeh Ebrahim Nataj, Mohamad Javad Yazdanpanah (2012)
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In this paper, we propose a novel algorithm for solving an optimal boundary control problem of the Burgers' equation. The solving method is based on the transformation of the original problem into a homogeneous boundary conditions problem. This transforms the original problem into an optimal distributed control problem. The modal expansion technique is applied to the distributed control problem of the Burgers' equation to generate a low-dimensional dynamical system. The control parametrization...