Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm

DOI10.1007/s11424-017-5149-1zbMath1380.49031MaRDI QIDQ1697735

Bao-Zhu Guo, Tao-Tao Wu

Publication date: 20 February 2018

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-017-5149-1

zbMATH Keywords

Hamilton-Jacobi-Bellman equation; optimal feedback control; curse of dimensionality; viscosity solutions; upwind finite difference

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

49L20: Dynamic programming in optimal control and differential games

93C10: Nonlinear systems in control theory

93C15: Control/observation systems governed by ordinary differential equations

49M25: Discrete approximations in optimal control