International Journal of Mathematics and Mathematical Sciences
Volume 2003 (2003), Issue 47, Pages 2989-3001
doi:10.1155/S0161171203211042
An approximation to discrete optimal feedback controls
Department of Applied Mathematics, School of Science, Tongji University, Shanghai 200092, China
Received 3 November 2002
Copyright © 2003 Jinghao Zhu and Zhiqiang Zou. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
We study discrete solutions of nonlinear optimal control
problems. By value functions, we construct difference equations
to approximate the optimal control on each interval of “small” time. We aim to find a discrete optimal feedback control. An algorithm is proposed for computing the solution of the optimal control problem.