Title :
On the numerical approximation of an optimal correction problem
Author :
Bancora-Imbert, M.C. ; Chow, P.L. ; Menaldi, J.-L.
Author_Institution :
Univ. Nacional de Rosario, Argentina
Abstract :
The numerical solution of an optimal correction problem for a damped random linear oscillator is studied. A numerical algorithm for the discretized system of the associated dynamic programming equation is given. To initiate the computation, a numerical scheme derived from the deterministic version of the problem is adopted. A correction-type algorithm based on a discrete maximum principle is introduced to ensure the convergence of the iteration procedure
Keywords :
approximation theory; damping; dynamic programming; electric variables control; nonlinear network analysis; oscillators; convergence; damped random linear oscillator; discrete maximum principle; dynamic programming; iteration procedure; numerical approximation; optimal correction problem; Convergence; Cost function; Damping; Differential equations; Indium tin oxide; Mathematics; Oscillators; Springs; Stochastic processes; Velocity control;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194593
