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Using logarithmic penalties in the shooting algorithm for optimal control problems

✍ Scribed by J. F. Bonnans; Th. Guilbaud

Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
215 KB
Volume
24
Category
Article
ISSN
0143-2087

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The Viability Kernel Algorithm for Compu
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✍ Jean-Pierre Aubin; HΓ©lΓ¨ne Frankowska πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 222 KB

We characterize in this paper the epigraph of the value function of a discounted infinite horizon optimal control problem as the viability kernel of an auxiliary differential inclusion. Then the viability kernel algorithm applied to this problem provides the value function of the discretized optimal