Error estimates for a tree structure algorithm solving finite horizon control problems
In the Dynamic Programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …
by the value function that is characterized as the unique viscosity solution of a Hamilton …
Error estimates for a tree structure algorithm solving finite horizon control problems
In the dynamic programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …
by the value function that is characterized as the unique viscosity solution of a Hamilton …
A Tree-Structure Algorithm for Optimal Control Problems via Dynamic Programming
L Saluzzi - 2020 - iris.gssi.it
Abstract The classical Dynamic Programming (DP) approach to optimal control problems is
based on the characterization of the value function as the unique viscosity solution of a …
based on the characterization of the value function as the unique viscosity solution of a …
An efficient DP algorithm on a tree-structure for finite horizon optimal control problems
The classical dynamic programming (DP) approach to optimal control problems is based on
the characterization of the value function as the unique viscosity solution of a Hamilton …
the characterization of the value function as the unique viscosity solution of a Hamilton …
An adaptive multi-level max-plus method for deterministic optimal control problems
We introduce a new numerical method to approximate the solution of a finite horizon
deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising …
deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising …
Approximation of optimal feedback control: a dynamic programming approach
BZ Guo, TT Wu - Journal of Global Optimization, 2010 - Springer
We consider the general continuous time finite-dimensional deterministic system under a
finite horizon cost functional. Our aim is to calculate approximate solutions to the optimal …
finite horizon cost functional. Our aim is to calculate approximate solutions to the optimal …
A Jacobi-like acceleration for dynamic programming
The Hamilton-Jacobi-Bellman (HJB) equation provides a general method to solve optimal
control problems. Since the HJB equation is a nonlinear partial differential equation, a …
control problems. Since the HJB equation is a nonlinear partial differential equation, a …
Optimal bounds for numerical approximations of infinite horizon problems based on dynamic programming approach
J De Frutos, J Novo - SIAM Journal on Control and Optimization, 2023 - SIAM
In this paper we get error bounds for fully discrete approximations of infinite horizon
problems via the dynamic programming approach. It is well known that, considering a time …
problems via the dynamic programming approach. It is well known that, considering a time …
Fully discrete schemes for monotone optimal control problems
LS Aragone, LA Parente, EA Philipp - Computational and Applied …, 2018 - Springer
In this article, we study an infinite horizon optimal control problem with monotone controls.
We analyze the associated Hamilton–Jacobi–Bellman (HJB) variational inequality which …
We analyze the associated Hamilton–Jacobi–Bellman (HJB) variational inequality which …
Payoff suboptimality and errors in value induced by approximation of the Hamiltonian
WM McEneaney, AS Deshpande - 2008 47th IEEE Conference …, 2008 - ieeexplore.ieee.org
Dynamic programming reduces the solution of optimal control problems to solution of the
corresponding Hamilton-Jacobi-Bellman partial differential equations (HJB PDEs). In the …
corresponding Hamilton-Jacobi-Bellman partial differential equations (HJB PDEs). In the …