Numerical procedure to approximate a singular optimal control problem

被引：0
|
作者：
Di Marco, Silvia C. [1 ]
Gonzalez, Roberto L. V. [1 ]
机构：
[1] Univ Nacl Rosario, Dept Matemat, FCEIA, CONICET, RA-2000 Rosario, Argentina
来源：
ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE | 2007年 / 41卷 / 03期
关键词：
multiple solutions; eikonal equation; singular optimal control problems; penalization methods; numerical approximation;
D O I：
10.1051/m2an:2007028
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this work we deal with the numerical solution of a Hamilton-Jacobi-Bellman (HJB) equation with infinitely many solutions. To compute the maximal solution-the optimal cost of the original optimal control problem-we present a complete discrete method based on the use of some finite elements and penalization techniques.
引用
收藏
页码：461 / 484
页数：24
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