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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2006, Volume 12, Number 1, Pages 208–215
(Mi timm144)
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This article is cited in 4 scientific papers (total in 4 papers)
A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions
N. N. Subbotina, T. B. Tokmantsev
Abstract:
A new numerical method is suggested for constructing the value function in optimal control problems of prescribed duration with positional running cost along motions of controlled dynamical systems. The algorithm is based on a backward procedure involving characteristics of the Bellman equation. Estimations of the approximation are provided. Results of simulations for a model example are exposed.
Received: 14.01.2006
Citation:
N. N. Subbotina, T. B. Tokmantsev, “A numerical method for the minimax solution of the Bellman equation in the Cauchy problem with additional restrictions”, Dynamical systems: modeling, optimization, and control, Trudy Inst. Mat. i Mekh. UrO RAN, 12, no. 1, 2006, 208–215; Proc. Steklov Inst. Math. (Suppl.), 253, suppl. 1 (2006), S221–S228
Linking options:
https://www.mathnet.ru/eng/timm144 https://www.mathnet.ru/eng/timm/v12/i1/p208
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