Numerical solution of optimization probl
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Ye.A. Kolpakova; N.N. Subbotina
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Article
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2010
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Elsevier Science
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English
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Optimal control problems with a terminal pay-off functional are considered. The dynamics of the control system consists of rapid oscillatory and slow non-linear motions. A numerical method for solving these problems using the characteristics of the Hamilton-Jacobi-Bellman equation is presented. Esti