Geodesic
A Method for Constructing ε-value Functions for The Bolza Problem of Optimal Control
International Journal of Applied Mathematics and Computer Science, Tome 15 (2005) no. 2, pp. 177-186.

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The problem considered is that of approximate minimisation of the Bolza problem of optimal control. Starting from Bellman's method of dynamic programming, we define the ε-value function to be an approximation to the value function being a solution to the Hamilton-Jacobi equation. The paper shows an approach that can be used to construct an algorithm for calculating the values of an ε-value function at given points, thus approximating the respective values of the value function.
Keywords: nonlinear optimization, Bolza problem, optimal control, Hamilton-Jacobi equation, dynamic programming, value function, approximate minimum
Mots-clés : optymalizacja nieliniowa, sterowanie optymalne, równanie Hamiltona-Jacobiego, programowanie dynamiczne, wartość funkcji 
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Pustelnik, J. A Method for Constructing ε-value Functions for The Bolza Problem of Optimal Control. International Journal of Applied Mathematics and Computer Science, Tome 15 (2005) no. 2, pp. 177-186. http://geodesic.mathdoc.fr/item/IJAMCS_2005_15_2_a0/

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