On the efficiency of optimal grid synthesis in optimal control problems with fixed terminal time

被引:0
|
作者
N. N. Subbotina
T. B. Tokmantsev
机构
[1] Russian Academy of Sciences,Institute of Mathematics and Mechanics, Ural Branch
来源
Differential Equations | 2009年 / 45卷
关键词
Cauchy Problem; Optimal Control Problem; Viscosity Solution; Jacobi Equation; Bellman Equation;
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摘要
In the paper, we consider nonlinear optimal control problems with the Bolza functional and with fixed terminal time. We suggest a construction of optimal grid synthesis. For each initial state of the control system, we obtain an estimate for the difference between the optimal result and the value of the functional on the trajectory generated by the suggested grid positional control. The considered feedback control constructions and the estimates of their efficiency are based on a backward dynamic programming procedure. We also use necessary and sufficient optimality conditions in terms of characteristics of the Bellman equation and the sub-differential of the minimax viscosity solution of this equation in the Cauchy problem specified for the fixed terminal time. The results are illustrated by the numerical solution of a nonlinear optimal control problem.
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页码:1686 / 1697
页数:11
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