A Feedback Design For Numerical Solution To Optimal Control Problems Based On Hamilton-Jacobi-Bellman Equation

Zhen Zhen Tao*, Bing Sun

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

1 引用 (Scopus)

摘要

In this paper, we present a feedback design for numerical solution to optimal control problems, which is based on solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation. An upwind Finite-difference scheme is adopted to solve the HJB equation under the framework of the dynamic viscosity solution (DPVS) approach. Dierent from the usual existing algorithms, the numerical control function is interpolated in turn to gain the approximation of optimal feedback control-trajectory pair. Five simulations numerical results.

源语言英语
页(从-至)3429-3447
页数19
期刊Electronic Research Archive
29
5
DOI
出版状态已出版 - 11月 2021

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