DocumentCode
3217078
Title
A New Algorithm for Finding Numerical Solutions of Optimal Feedback Control Law
Author
Bao-Zhu Guo ; Bing Sun
Author_Institution
Inst. of Syst. Sci., Chinese Acad. of Sci., Beijing, China
fYear
2006
fDate
7-11 Aug. 2006
Firstpage
568
Lastpage
572
Abstract
A new algorithm for finding numerical solutions of optimal feedback control of a class of general finite dimensional systems with multi-input is developed. The algorithm is based on the fact that the value function of the optimal control problem is the viscosity solution of its associated Hamilton-Jacobi-Bellman equation. An example that the closed form solutions of optimal feedback control-trajectory pairs are available is validated. It is shown that the numerical solutions completely tally with the analytical solutions.
Keywords
Jacobian matrices; MIMO systems; dynamic programming; feedback; multidimensional systems; optimal control; Hamilton-Jacobi-Bellman equation; dynamic programming; finite dimensional systems; multiinput systems; numerical solutions; optimal feedback control; viscosity; Adaptive control; Africa; Closed-form solution; Differential equations; Dynamic programming; Feedback control; Mathematics; Nonlinear equations; Optimal control; Viscosity; Dynamic Programming; Numerical Solution; Optimal Feedback Control; Viscosity Solution;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference, 2006. CCC 2006. Chinese
Conference_Location
Harbin
Print_ISBN
7-81077-802-1
Type
conf
DOI
10.1109/CHICC.2006.280656
Filename
4060583
Link To Document