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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2010, Volume 271, Pages 259–277
(Mi tm3229)
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This article is cited in 5 scientific papers (total in 5 papers)
Classical characteristics of the Bellman equation in constructions of grid optimal synthesis
N. N. Subbotina, T. B. Tokmantsev Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Yekaterinburg, Russia
Abstract:
We consider optimal control problems with fixed final time and terminal–integral cost functional, and address the question of constructing a grid optimal synthesis (a universal feedback) on the basis of classical characteristics of the Bellman equation. To construct an optimal synthesis, we propose a numerical algorithm that relies on the necessary optimality conditions (the Pontryagin maximum principle) and sufficient conditions in the Hamiltonian form. We obtain estimates for the efficiency of the numerical method. The method is illustrated by an example of the numerical solution of a nonlinear optimal control problem.
Received in June 2010
Citation:
N. N. Subbotina, T. B. Tokmantsev, “Classical characteristics of the Bellman equation in constructions of grid optimal synthesis”, Differential equations and topology. II, Collected papers. In commemoration of the centenary of the birth of Academician Lev Semenovich Pontryagin, Trudy Mat. Inst. Steklova, 271, MAIK Nauka/Interperiodica, Moscow, 2010, 259–277; Proc. Steklov Inst. Math., 271 (2010), 246–264
Linking options:
https://www.mathnet.ru/eng/tm3229 https://www.mathnet.ru/eng/tm/v271/p259
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Abstract page: | 405 | Full-text PDF : | 89 | References: | 101 |
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