Title :
A New Algorithm for Finding Numerical Solutions of Optimal Feedback Control Law
Author :
Bao-Zhu Guo ; Bing Sun
Author_Institution :
Inst. of Syst. Sci., Chinese Acad. of Sci., Beijing, China
Abstract :
A new algorithm for finding numerical solutions of optimal feedback control of a class of general finite dimensional systems with multi-input is developed. The algorithm is based on the fact that the value function of the optimal control problem is the viscosity solution of its associated Hamilton-Jacobi-Bellman equation. An example that the closed form solutions of optimal feedback control-trajectory pairs are available is validated. It is shown that the numerical solutions completely tally with the analytical solutions.
Keywords :
Jacobian matrices; MIMO systems; dynamic programming; feedback; multidimensional systems; optimal control; Hamilton-Jacobi-Bellman equation; dynamic programming; finite dimensional systems; multiinput systems; numerical solutions; optimal feedback control; viscosity; Adaptive control; Africa; Closed-form solution; Differential equations; Dynamic programming; Feedback control; Mathematics; Nonlinear equations; Optimal control; Viscosity; Dynamic Programming; Numerical Solution; Optimal Feedback Control; Viscosity Solution;
Conference_Titel :
Control Conference, 2006. CCC 2006. Chinese
Conference_Location :
Harbin
Print_ISBN :
7-81077-802-1
DOI :
10.1109/CHICC.2006.280656
