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This article is cited in 5 scientific papers (total in 5 papers)
Estimate for the Accuracy of a Backward Procedure for the Hamilton–Jacobi Equation in an Infinite-Horizon Optimal Control Problem
A. L. Bagnoa, A. M. Tarasyevba a Ural Federal University named after the First President of Russia B. N. Yeltsin, ul. Mira 19, Yekaterinburg, 620002 Russia
b N. N. Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, ul. S. Kovalevskoi 16, Yekaterinburg, 620990 Russia
Abstract:
We consider an infinite-horizon optimal control problem with an integral objective functional containing a discount factor in the integrand. A specific feature of the problem is the assumption that the integrand may be unbounded. The main result of the paper is an estimate of the approximation accuracy in a backward procedure for solving the Hamilton–Jacobi equation corresponding to the optimal control problem.
Keywords:
optimal control, infinite horizon, value function, Hamilton–Jacobi equation, discrete approximation, accuracy estimate.
Received: September 3, 2018 Revised: October 9, 2018 Accepted: November 29, 2018
Citation:
A. L. Bagno, A. M. Tarasyev, “Estimate for the Accuracy of a Backward Procedure for the Hamilton–Jacobi Equation in an Infinite-Horizon Optimal Control Problem”, Optimal control and differential equations, Collected papers. On the occasion of the 110th anniversary of the birth of Academician Lev Semenovich Pontryagin, Trudy Mat. Inst. Steklova, 304, Steklov Math. Inst. RAS, Moscow, 2019, 123–136; Proc. Steklov Inst. Math., 304 (2019), 110–123
Linking options:
https://www.mathnet.ru/eng/tm3963https://doi.org/10.4213/tm3963 https://www.mathnet.ru/eng/tm/v304/p123
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Abstract page: | 333 | Full-text PDF : | 42 | References: | 52 | First page: | 10 |
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