English, Article, Journal or magazine article edition: Optimal Control Synthesis in Grid Approximation Schemes. A.M. Tarasyev

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/137988
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Optimal Control Synthesis in Grid Approximation Schemes.
Author
  • A.M. Tarasyev
Physical Description
  • preprint
Notes
  • Grid approximation schemes for constructing value functions and optimal feedbacks in problems of guaranteed control are proposed via a theory of generalized (minimax, viscosity) solutions of Hamilton-Jacobi equations. Value functions in optimal control problems are usually nondifferentiable and corresponding feedbacks have the discontinuing switching character. Therefore, constructions of generalized gradients for local hulls of different types are used in finite difference operators which approximate value functions. Optimal feedbacks are synthesized by external shift in the direction of the generalized gradients. Both problems of constructing the value function and control synthesis are solved simultaneously in the unique grid scheme. The interpolation problem is analyzed for grid values of optimal feedbacks. Questions of correlating spatial and temporal meshes are examined. Significance of quasiconvexity properties is clarified for the linear dependence of space-time grids. The proposed grid schemes for solving optimal guaranteed control problems can be applied for models arising in mechanics, mathematical economics, differential and evolutionary games.
  • RePEc:wop:iasawp:ir97012
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment