Iterative computational approach to the solution of the Hamilton-Jacobi-Bellman-Isaacs equation in nonlinear optimal control
M.D.S.ALIYU
摘要：In this paper, iterative or successive approximation methods for the Hamilton-Jacobi-Bellman-Isaacs equations (HJBIEs) arising in both deterministic and stochastic optimal control for affine nonlinear systems are developed. Convergence of the methods are established under fairly mild assumptions, and examples are solved to demonstrate the effectiveness of the methods. However, the results presented in the paper are preliminary, and do not yet imply in anyway that the solutions computed will be stabilizing. More improvements and experimentation will be required before a satisfactory algorithm is developed.
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论文发表日期：2018-01-01
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：11( 38-48 )
英文信息