An Interpolation Algorithm for Solving Optimal Control Problems Based on DPVS Approach

Zhen Zhen Tao, Bing Sun

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper, we present an interpolation algorithm for numerical solution to optimal control problems, which is based on the dynamic programming viscosity solution (DPVS) approach. An upwind finite-difference method is adopted to solve the HJB equation. Several simulations are executed and both of them, without exception, output the accurate numerical results. This design can avoid solving the HJB equation repeatedly, thus efficaciously promote the computation efficiency and save memory.

Original languageEnglish
Title of host publication2019 IEEE 15th International Conference on Control and Automation, ICCA 2019
PublisherIEEE Computer Society
Pages1063-1068
Number of pages6
ISBN (Electronic)9781728111643
DOIs
Publication statusPublished - Jul 2019
Event15th IEEE International Conference on Control and Automation, ICCA 2019 - Edinburgh, United Kingdom
Duration: 16 Jul 201919 Jul 2019

Publication series

NameIEEE International Conference on Control and Automation, ICCA
Volume2019-July
ISSN (Print)1948-3449
ISSN (Electronic)1948-3457

Conference

Conference15th IEEE International Conference on Control and Automation, ICCA 2019
Country/TerritoryUnited Kingdom
CityEdinburgh
Period16/07/1919/07/19

Keywords

  • Dynamic programming
  • Hamilton-Jacobi-Bellman equation.
  • interpolation
  • optimal feedback control
  • upwind finite difference scheme
  • viscosity solution

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