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Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems

✍ Scribed by Dupuis, Paul; Szpiro, Adam


Book ID
118207348
Publisher
Society for Industrial and Applied Mathematics
Year
2001
Tongue
English
Weight
936 KB
Volume
40
Category
Article
ISSN
0363-0129

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Numerical method for a class of optimal
✍ C.Z. Wu; K.L. Teo; Yi Zhao πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 181 KB

In this paper, we consider a class of optimal control problems which is governed by nonsmooth functional inequality constraints involving convolution. First, we transform it into an equivalent optimal control problem with smooth functional inequality constraints at the expense of doubling the dimens