Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods.

DOI10.14736/KYB-2018-4-0629MaRDI QIDQ4558744zbMATH OpenOpenAlexFDO

Authors Mohsen Mehrali-Varjani, M. Shamsi, Alaeddin Malek

Publication date 29 November 2018

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/147415

zbMATH Keywords

Hamilton-Jacobi-Bellman equationnonlinear optimal controlpseudospectral method

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Existence theories for optimal control problems involving partial differential equations (49J20) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited in

(6)

• A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation
• The use of a Legendre pseudospectral viscosity technique to solve a class of nonlinear dynamic Hamilton-Jacobi equations
• An adaptive least-squares collocation radial basis function method for the HJB equation
• Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min-max optimal control problems with uncertainty
• A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines
• Approximate solution of the Hamilton-Jacobi-Bellman equation

Describes a project that uses

Uses Software

• Matlab
• ode45

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