Search
CSV
RISSOLVING HAMILTON-JACOBI-BELLMAN EQUATION USING VARIATIONAL ITERATION METHOD
Abstract. This paper presents an analytical approximate solution for
nonlinear Hamilton-Jacobi-Bellman (HJB) equation. The proposed method
involves the well-known Variational Iteration Method (VIM), for solving
the HJB equation...
A novel on stochastic linear quadratic optimal control problems control problems
Control theory is a mathematical description of how to act optimally to gain future rewards. In this paper we give an introduction to deterministic and stochastic control theory; partial observability , learning ...
Feedback controller design for linear and a class of nonlinear optimal control problems
Hamilton–Jacobi–Bellman equation. By using the finite iterations of PTVIM, an analytic
approximate solution for value function and suboptimal feedback control law is obtained. Some illustrative
examples are employed to demonstrate the accuracy...
Solving a class of fractional optimal control problems by the Hamilton–Jacobi–Bellman equation
of a class of fractional optimal control problems. The method is based upon finding the numerical solution of the Hamilton–Jacobi–Bellman equation, corresponding to this problem, by the Legendre–Gauss collocation method. The main reason for using...
An approximate-analytical solution for the Hamilton–Jacobi–Bellman equation via homotopy perturbation method
In this paper, we give an analytical-approximate solution for the Hamilton–Jacobi–Bellman
(HJB) equation arising in optimal control problems using He’s polynomials based on
homotopy perturbation method (HPM). Applying the HPM with He...