Estimate for the Accuracy of a Backward Procedure for the Hamilton—Jacobi Equation in an Infinite-Horizon Optimal Control Problem
- Autores: Bagno A.L.1, Tarasyev A.M.1,2
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Afiliações:
- Ural Federal University named after the First President of Russia B. N. Yeltsin
- N. N. Krasovskii Institute of Mathematics and Mechanics
- Edição: Volume 304, Nº 1 (2019)
- Páginas: 110-123
- Seção: Article
- URL: https://journals.rcsi.science/0081-5438/article/view/175739
- DOI: https://doi.org/10.1134/S0081543819010073
- ID: 175739
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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
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