Numerical Solution to Optimal Feedback Control by Dynamic Programming Approach: A Local Approximation Algorithm
文献类型：期刊论文
| 作者 | Guo Bao-Zhu1,2 ; Wu Tao-Tao1
|
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2017-08-01 |
| 卷号 | 30期号:4页码:782-802 |
| ISSN号 | 1009-6124 |
| 关键词 | Curse of dimensionality Hamilton-Jacobi-Bellman equation optimal feedback control upwind finite difference viscosity solutions. |
| DOI | 10.1007/s11424-017-5149-1 |
| 英文摘要 | This paper considers optimal feedback control for a general continuous time finite-dimensional deterministic system with finite horizon cost functional. A practically feasible algorithm to calculate the numerical solution of the optimal feedback control by dynamic programming approach is developed. The highlights of this algorithm are: a) It is based on a convergent constructive algorithm for optimal feedback control law which was proposed by the authors before through an approximation for the viscosity solution of the time-space discretization scheme developed by dynamic programming method; b) The computation complexity is significantly reduced since only values of viscosity solution on some local cones around the optimal trajectory are calculated. Two numerical experiments are presented to illustrate the effectiveness and fastness of the algorithm. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| 出版者 | SPRINGER HEIDELBERG |
| WOS记录号 | WOS:000407482800003 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/26198]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Guo Bao-Zhu |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Guo Bao-Zhu,Wu Tao-Tao. Numerical Solution to Optimal Feedback Control by Dynamic Programming Approach: A Local Approximation Algorithm[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2017,30(4):782-802. |
| APA | Guo Bao-Zhu,&Wu Tao-Tao.(2017).Numerical Solution to Optimal Feedback Control by Dynamic Programming Approach: A Local Approximation Algorithm.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,30(4),782-802. |
| MLA | Guo Bao-Zhu,et al."Numerical Solution to Optimal Feedback Control by Dynamic Programming Approach: A Local Approximation Algorithm".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 30.4(2017):782-802. |
入库方式： OAI收割
来源：数学与系统科学研究院
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