DocumentCode
2975955
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
fYear
1988
fDate
7-9 Dec 1988
Firstpage
1570
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location
Austin, TX
Type
conf
DOI
10.1109/CDC.1988.194593
Filename
194593
Link To Document