中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
  4. 系统科学研究所
A new algorithm for finding numerical solutions of optimal feedback control

文献类型：期刊论文

作者Guo, Bao-Zhu1,2; Sun, Bing2,3
刊名IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION
出版日期2009-03-01
卷号26期号:1页码:95-104
关键词optimal feedback control viscosity solution dynamic programming numerical solution exponential stability
ISSN号0265-0754
DOI10.1093/imamci/dnn001
英文摘要A new algorithm for finding numerical solutions of optimal feedback control based on dynamic programming is developed. The algorithm is based on two observations: (1) the value function of the optimal control problem considered is the viscosity solution of the associated Hamilton-Jacobi-Bellman (HJB) equation and (2) the appearance of the gradient of the value function in the HJB equation is in the form of directional derivative. The algorithm proposes a discretization method for seeking optimal control-trajectory pairs based on a finite-difference scheme in time through solving the HJB equation and state equation. We apply the algorithm to a simple optimal control problem, which can be solved analytically. The consistence of the numerical solution obtained to its analytical counterpart indicates the effectiveness of the algorithm.
资助项目National Natural Science Foundation of China ; National Research Foundation of South Africa
WOS研究方向Automation & Control Systems ; Mathematics
语种英语
WOS记录号WOS:000264190900006
出版者OXFORD UNIV PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/8670]  
专题系统科学研究所
通讯作者Guo, Bao-Zhu
作者单位1.Acad Sinica, Acad Math & Syst Sci, Beijing 100080, Peoples R China
2.Univ Witwatersrand, Sch Computat & Appl Math, ZA-2050 Johannesburg, South Africa
3.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China
推荐引用方式
GB/T 7714		 Guo, Bao-Zhu,Sun, Bing. A new algorithm for finding numerical solutions of optimal feedback control[J]. IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION,2009,26(1):95-104.
APA Guo, Bao-Zhu,&Sun, Bing.(2009).A new algorithm for finding numerical solutions of optimal feedback control.IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION,26(1),95-104.
MLA Guo, Bao-Zhu,et al."A new algorithm for finding numerical solutions of optimal feedback control".IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION 26.1(2009):95-104.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。