An approximation to discrete optimal feedback controls
We study discrete solutions of nonlinear optimal control problems. By value functions, we construct difference equations to approximate the optimal control on each interval of small time. We aim to find a discrete optimal feedback control. An algorithm is proposed for computing the solution of the o...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2003-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171203211042 |