A data-driven approximate solution to the model-free HJB equation

DOI10.1002/OCA.2381MaRDI QIDQ3176468zbMATH OpenOpenAlexFDO

Authors Zhijian Huang, Yudong Li, Cheng Zhang, Gang Wu, Yuli Chen, Yihua Liu

Publication date 20 July 2018

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.2381

zbMATH Keywords

onlineoptimaltracking differentiatorHamilton functiondata-drivenHamilton-Jacobi-Bellman

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

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