Application of Optimal HAM for Finding Feedback Control of Optimal Control Problems

An optimal homotopy-analysis approach is described for Hamilton-Jacobi-Bellman equation (HJB) arising in nonlinear optimal control problems. This optimal approach contains at most three convergence-control parameters and is computationally rather efficient. A kind of averaged residual error is defin...

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Bibliographic Details
Main Authors: H. Saberi Nik, Stanford Shateyi
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2013/914741
Description
Summary:An optimal homotopy-analysis approach is described for Hamilton-Jacobi-Bellman equation (HJB) arising in nonlinear optimal control problems. This optimal approach contains at most three convergence-control parameters and is computationally rather efficient. A kind of averaged residual error is defined. By minimizing the averaged residual error, the optimal convergence-control parameters can be obtained. This optimal approach has general meanings and can be used to get fast convergent series solutions of different types of equations with strong nonlinearity. The closed-loop optimal control is obtained using the Bellman dynamic programming. Numerical examples are considered aiming to demonstrate the validity and applicability of the proposed techniques and to compare with the existing results.
ISSN:1024-123X
1563-5147