Dynamic Solution of the HJB Equation and the Optimal Control of Nonlinear Systems

被引：7
|
作者：
Sassano, M. [1 ]
Astolfi, A. [1 ]
机构：
[1] Univ London Imperial Coll Sci Technol & Med, Dept Elect & Elect Engn, London SW7 2AZ, England
来源：
49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2010年
关键词：
D O I：
10.1109/CDC.2010.5716990
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Optimal control problems are often solved exploiting the solution of the so-called Hamilton-Jacobi-Bellman (HJB) partial differential equation, which may be, however, hard or impossible to solve in specific examples. Herein we circumvent this issue determining a dynamic solution of the HJB equation, without solving any partial differential equation. The methodology yields a dynamic control law that minimizes a cost functional defined as the sum of the original cost and an additional cost.
引用
收藏
页码：3271 / 3276
页数：6
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