Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods

Title:

Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods

Creator:

Mehrali-Varjani, Mohsen, Shamsi, M., and Malek, Alaeddin

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:56e3e0c5-d123-411c-9bec-095d78a0da97
uuid:56e3e0c5-d123-411c-9bec-095d78a0da97
doi:10.14736/kyb-2018-4-0629

Subject:

nonlinear optimal control, pseudospectral method, and Hamilton-Jacobi-Bellman equation

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) problem which appears in feedback solution of the optimal control problems. In this method, first, by using Chebyshev pseudospectral spatial discretization, the HJB problem is converted to a system of ordinary differential equations with terminal conditions. Second, the time-marching Runge-Kutta method is used to solve the corresponding system of differential equations. Then, an approximate solution for the HJB problem is computed. In addition, to get more efficient and accurate method, the domain decomposition strategy is proposed with the pseudospectral spatial discretization. Five numerical examples are presented to demonstrate the efficiency and accuracy of the proposed hybrid method.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Source:

Kybernetika | 2018 Volume:54 | Number:4

Harvested from:

CDK

Metadata only:

false