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

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