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Asymptotic properties of optimal trajectories in dynamic programming

โœ Scribed by Sylvain Sorin; Xavier Venel; Guillaume Vigeral


Book ID
107688175
Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
131 KB
Volume
72
Category
Article
ISSN
0976-836X

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Dynamic programming algorithm for optimi
โœ K.Y.K. Ng; N.G.F. Sancho ๐Ÿ“‚ Article ๐Ÿ“… 1980 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 533 KB

This paper develops an iterative algorithm for solving dynamic programming problems with state and control inequality constraints. The advantage of the algorithm is that it reduces the dimensionality difficulties. The technique is then employed to evaluate the optimum state and control responses of