Geodesic
An Algorithm for Construction of varepsilon-Value Functions for the Bolza Control Problem
International Journal of Applied Mathematics and Computer Science, Tome 11 (2001) no. 2, pp. 391-428 Cet article a éte moissonné depuis la source Library of Science

Voir la notice de l'article

The problem considered is that of approximate numerical minimisation of the non-linear control problem of Bolza. Starting from the classical dynamic programming method of Bellman, an varepsilon-value function is defined as an approximation for the value function being a solution to the Hamilton-Jacobi equation. The paper shows how an varepsilon-value function which maintains suitable properties analogous to the original Hamilton-Jacobi value function can be constructed using a stable numerical algorithm. The paper shows the numerical closeness of the approximate minimum to the infimum of the Bolza functional.
Keywords: nonlinear optimization, Bolza problem, optimal control, Hamilton-Jacobi equation, dynamic programming, varepsilon-value function, approximate minimum
Mots-clés : optymalizacja nieliniowa, sterowanie optymalne 
@article{IJAMCS_2001_11_2_a5,
     author = {Jacewicz, E.},
     title = {An {Algorithm} for {Construction} of {varepsilon-Value} {Functions} for the {Bolza} {Control} {Problem}},
     journal = {International Journal of Applied Mathematics and Computer Science},
     pages = {391--428},
     year = {2001},
     volume = {11},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IJAMCS_2001_11_2_a5/}
}
TY  - JOUR
AU  - Jacewicz, E.
TI  - An Algorithm for Construction of varepsilon-Value Functions for the Bolza Control Problem
JO  - International Journal of Applied Mathematics and Computer Science
PY  - 2001
SP  - 391
EP  - 428
VL  - 11
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/IJAMCS_2001_11_2_a5/
LA  - en
ID  - IJAMCS_2001_11_2_a5
ER  - 
%0 Journal Article
%A Jacewicz, E.
%T An Algorithm for Construction of varepsilon-Value Functions for the Bolza Control Problem
%J International Journal of Applied Mathematics and Computer Science
%D 2001
%P 391-428
%V 11
%N 2
%U http://geodesic.mathdoc.fr/item/IJAMCS_2001_11_2_a5/
%G en
%F IJAMCS_2001_11_2_a5
Jacewicz, E. An Algorithm for Construction of varepsilon-Value Functions for the Bolza Control Problem. International Journal of Applied Mathematics and Computer Science, Tome 11 (2001) no. 2, pp. 391-428. http://geodesic.mathdoc.fr/item/IJAMCS_2001_11_2_a5/