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

页码：461 / 484

页数：24

共 50 条

[21] Investigation of a Nonlinear Optimal Control Problem with Singular Regimes
Kiselev Y.N.
Orlov S.M.
Orlov M.V.
Computational Mathematics and Modeling, 2016, 27 (3) : 302 - 317
[22] AVERAGE OPTIMAL SINGULAR CONTROL AND A RELATED STOPPING PROBLEM
TAKSAR, MI
MATHEMATICS OF OPERATIONS RESEARCH, 1985, 10 (01) : 63 - 81
[23] Analysis of the boundary singularity of a singular optimal control problem
Zhang, Wei-Tao
Feng, De-Xing
Lecture Notes in Control and Information Sciences, 1991, 159 : 203 - 210
[24] Singular optimal control models of proportional reinsurance problem
Yuan, Ji-Hong
Kongzhi Lilun Yu Yingyong/Control Theory and Applications, 2010, 27 (01): : 53 - 58
[25] SINGULAR CONTROL ABSENCE IN THE TIME-OPTIMAL PROBLEM
BUGROV, DI
VESTNIK MOSKOVSKOGO UNIVERSITETA SERIYA 1 MATEMATIKA MEKHANIKA, 1993, (06): : 52 - 55
[26] ON OPTIMALITY OF SINGULAR CONTROLS IN AN OPTIMAL CONTROL PROBLEM.
Mansimov, K. B.
Rasulova, Sh. M.
VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-MATEMATIKA I MEKHANIKA-TOMSK STATE UNIVERSITY JOURNAL OF MATHEMATICS AND MECHANICS, 2018, (54): : 17 - 33
[27] OPTIMAL CONTROL PROBLEM OF VARIABLE-ORDER DELAY SYSTEM OF ADVERTISING PROCEDURE: NUMERICAL TREATMENT
Sweilam, Nasser H.
Assiri, Taghreed A.
Abou Hasan, Muner M.
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES S, 2022, 15 (05): : 1247 - 1268
[28] A NUMERICAL SCHEME FOR APPROXIMATE OPTIMAL CONTROL OF NONLINEAR HYBRID SYSTEMS
Borzabadi, Akbar H.
Sadjadi, Mohammad E.
Moshiri, Behzad
INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2010, 6 (06): : 2715 - 2724
[29] NUMERICAL PROCEDURE FOR OPTIMAL CONTROL OF HIGHER INDEX DAES
Pytlak, Radoslaw
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2011, 29 (02) : 647 - 670
[30] Numerical solution of a multicriterial optimal control problem
Tyatyushkin, AI
JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL, 2004, 43 (05) : 751 - 757

← 1 2 3 4 5 →