A sparse collocation method for solving time-dependent HJB equations using multivariate B-splines

DOI10.1016/J.AUTOMATICA.2014.07.012MaRDI QIDQ466457zbMATH OpenOpenAlexFDO

Authors Nithin Govindarajan, Cornelis C. de Visser, Kalmanje Krishnakumar

Publication date 27 October 2014

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2014.07.012

zbMATH Keywords

adaptive dynamic programmingcollocation methodHamilton-Jacobi-Bellman equationoptimal feedback controlsplines

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Quadratic programming (90C20) Dynamic programming (90C39)

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Cited in

(4)

• Model reduction of parabolic PDEs using multivariate splines
• A numerical method for solving boundary optimal control problem modeled by heat transfer equation, in the presence of a scale invariance property
• Primal-dual adaptive dynamic programming for finite-horizon optimal control of nonlinear systems with isoperimetric constraints
• Guaranteed cost spacecraft attitude stabilization under actuator misalignments using linear partial differential equations

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