Author/Authors :
Alipour, M Department of Mathematics - Payame Noor University, Tehran, Iran , Soltanian, F Department of Mathematics - Payame Noor University, Tehran, Iran , Vahidi, J Iran University of Science and Technology, Tehran, Iran , Ghasempour, S Department of Mathematics - Payame Noor University, Tehran, Iran
Abstract :
In this paper, we solve Hamilton-Jocobi-Bellman (HJB) equations arising in optimal control problems
using Homotopy Perturbation Transform Method (HPTM). The proposed method is a combined form
of the Laplace Transformation Method with the Homotopy Perturbation Method to produce a highly
effective method to handle many problems. Applying the HPTM, solution procedure becomes easier,
simpler and more straightforward. Some illustrative examples are given to demonstrate the simplicity
and efficiency of the proposed method.
Keywords :
Hamilton-Jocobi-Bellman(HJB) , Optimal control problems(OCP) , Laplace Transformation , Homotopy Perturbation Method (HPM) , Homotopy Perturbation Transform Method (HPTM)
