Estimate for the Accuracy of a Backward Procedure for the Hamilton—Jacobi Equation in an Infinite-Horizon Optimal Control Problem


Citar

Texto integral

Acesso aberto Acesso aberto
Acesso é fechado Acesso está concedido
Acesso é fechado Somente assinantes

Resumo

We consider an infinite-horizon optimal control problem with an integral objective functional containing a discount factor in the integrand. A specific feature of the problem is the assumption that the integrand may be unbounded. The main result of the paper is an estimate of the approximation accuracy in a backward procedure for solving the Hamilton-Jacobi equation corresponding to the optimal control problem.

Sobre autores

A. Bagno

Ural Federal University named after the First President of Russia B. N. Yeltsin

Autor responsável pela correspondência
Email: bagno.alexander@gmail.com
Rússia, ul. Mira 19, Yekaterinburg, 620002

A. Tarasyev

Ural Federal University named after the First President of Russia B. N. Yeltsin; N. N. Krasovskii Institute of Mathematics and Mechanics

Autor responsável pela correspondência
Email: tam@imm.uran.ru
Rússia, ul. Mira 19, Yekaterinburg, 620002; ul. S. Kovalevskoi 16, Yekaterinburg, 620990

Arquivos suplementares

Arquivos suplementares
Ação
1. JATS XML

Declaração de direitos autorais © Pleiades Publishing, Ltd., 2019