An adaptive least-squares collocation radial basis function method for the HJB equation

DOI10.1007/S10898-011-9667-4zbMath1241.49017OpenAlexW2011158817WikidataQ59416171 ScholiaQ59416171MaRDI QIDQ421296

H. Alwardi, Shuang Wang, Les S. Jennings, Steven Richardson

Publication date: 23 May 2012

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9667-4

zbMATH Keywords

optimal feedback controlradial basis functionsadaptive methodHamilton-Jacobi-Bellman (HJB) equation

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Adaptive control/observation systems (93C40) Discrete approximations in optimal control (49M25)

Related Items (6)

Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically ⋮ An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation ⋮ A Least Squares Radial Basis Function Partition of Unity Method for Solving PDEs ⋮ A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines ⋮ Numerical Methods for Finding Clustersolutions of Optimal Control Problems ⋮ Dynamic programming using radial basis functions

Uses Software

• NLPQL

Cites Work

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