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

页码：3271 / 3276

页数：6

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