| Jerry Markman and I. Norman Katz. An iterative algorithm for solving hamilton-jacobi type equations. SIAM Journal on Scientific Computing, 22(1):312--329, 2000. |
....control can be found by solving a two point boundary value (TPBV) problem, which is obtained from the necessary optimality conditions. It can be solved by discretizing and then solving exactly [16] or else by one of several iterative methods (quasilinearization, gradient methods, etc. as in [17, 18, 19, 20, 21]. It is also important to note that different methods are applicable to different problems. Some of the methods that we will investigate in detail can be used on a more general problem than the one we will consider, for example, with a nonlinear function of the control as well as the state. There ....
....points is also straightforward. 3.5. Interpolation of Iterative Solutions As in the previous method, this technique also uses interpolation over a number of open loop control solutions, but the method of obtaining these solutions is different. In this method, proposed by Markman and Katz [20, 21], the Hamiltonian system is solved not as one large discretized TPBV problem given by (22) but through an iteration process leading to the desired control. We again choose a final time T , and with it define a distance function F (T ; p 0 ) kx(T ; x 0 ; p 0 )k 2 kp(T ; x 0 ; p 0 )k 2 = ....
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Jerry Markman and I. Norman Katz. An iterative algorithm for solving hamilton-jacobi type equations. SIAM Journal on Scientific Computing, 22(1):312--329, 2000.
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