A computational approach to optimal control problems subject to mixed control-state constraints

In this paper, we study a computational approach to Hamilton-Jacobi-Bellman (HJB) equation for singular optimal control subject to mixed control-state constraints. A nonlinear diffusion equation is presented for the viscosity approximation to a partial differential equation by rewriting HJB equation...

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Published inInternational journal of control Vol. 96; no. 1; pp. 41 - 47
Main Author Zhu, Jinghao
Format Journal Article
LanguageEnglish
Published Abingdon Taylor & Francis 02.01.2023
Taylor & Francis Ltd
Subjects
Approximation
convection-diffusion equation
differential-algebraic equation
extremal flow
Hamilton-Jacobi-Bellman equation
Optimal control
Partial differential equations
singular optimal control
Online AccessGet full text
ISSN0020-7179
1366-5820
DOI10.1080/00207179.2021.1978556

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Abstract In this paper, we study a computational approach to Hamilton-Jacobi-Bellman (HJB) equation for singular optimal control subject to mixed control-state constraints. A nonlinear diffusion equation is presented for the viscosity approximation to a partial differential equation by rewriting HJB equation. We construct a so called extremal flow for approximating the optimal objective value of the singular optimal control problem by a differential-algebraic equation. Some examples are given to illustrate this computational approach.
AbstractList In this paper, we study a computational approach to Hamilton–Jacobi–Bellman (HJB) equation for singular optimal control subject to mixed control-state constraints. A nonlinear diffusion equation is presented for the viscosity approximation to a partial differential equation by rewriting HJB equation. We construct a so called extremal flow for approximating the optimal objective value of the singular optimal control problem by a differential-algebraic equation. Some examples are given to illustrate this computational approach.
Author Zhu, Jinghao
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Cites_doi 10.1016/j.ejcon.2018.03.001
10.1137/18M1219382
10.1016/0022-0396(69)90091-6
10.1007/978-1-4612-0577-7
10.1090/S0002-9947-1983-0690039-8
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Snippet In this paper, we study a computational approach to Hamilton-Jacobi-Bellman (HJB) equation for singular optimal control subject to mixed control-state...
In this paper, we study a computational approach to Hamilton–Jacobi–Bellman (HJB) equation for singular optimal control subject to mixed control-state...
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StartPage 41
SubjectTerms Approximation
convection-diffusion equation
differential-algebraic equation
extremal flow
Hamilton-Jacobi-Bellman equation
Optimal control
Partial differential equations
singular optimal control
Title A computational approach to optimal control problems subject to mixed control-state constraints
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https://www.proquest.com/docview/2763960780
Volume 96
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