On Grid Optimal Feedbacks to Control Problems of Prescribed Duration on the Plane
We consider optimal control problems of prescribed duration. A new numerical method is suggested to solve the problems of controlling until a given instant. The solution is based on a generalization of the method of characteristics for Hamilton–Jacobi–Bellman equations. Constructions of optimal grid synthesis are suggested and numerical algorithms solving the problems on the plane are created. Efficiency of the grid feedback is estimated. Results of simulations using the numerical algorithms are exposed.
KeywordsOptimal Control Problem Viscosity Solution Jacobi Equation Bellman Equation Adaptive Grid
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