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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2019, Volume 304, Pages 123–136
DOI: https://doi.org/10.4213/tm3963 (Mi tm3963) 		 
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
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DOI: https://doi.org/10.4213/tm3963
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
English version:
Proceedings of the Steklov Institute of Mathematics, 2019, Volume 304, Pages 110–123
DOI: https://doi.org/10.1134/S0081543819010073
Bibliographic databases:
Document Type: Article
UDC: 517.977
Language: Russian
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
Citation in format AMSBIB
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\by A.~L.~Bagno, A.~M.~Tarasyev
\paper Estimate for the Accuracy of a Backward Procedure for the Hamilton--Jacobi Equation in an Infinite-Horizon Optimal Control Problem
\inbook Optimal control and differential equations
\bookinfo Collected papers. On the occasion of the 110th anniversary of the birth of Academician Lev Semenovich Pontryagin
\serial Trudy Mat. Inst. Steklova
\yr 2019
\vol 304
\pages 123--136
\publ Steklov Math. Inst. RAS
\publaddr Moscow
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\jour Proc. Steklov Inst. Math.
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\vol 304
\pages 110--123
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
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