A new algorithm for finding numerical solutions of optimal feedback control

DOI10.1093/imamci/dnn001zbMath1160.49037MaRDI QIDQ3625685

Bao-Zhu Guo, Bing Sun

Publication date: 6 May 2009

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnn001

zbMATH Keywords

optimal feedback control; dynamic programming; exponential stability; viscosity solution; numerical solution

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

49N35: Optimal feedback synthesis

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games