Approximation of optimal control problems for delayed equations

FalconeM.; RosaceR.

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Approximation of optimal control problems for delayed equations

机译：时滞方程的最优控制问题的逼近

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We deal with the infinite horizon optimal control problem for a system of delayed differential equations focussing our attention on its numerical approximation. Dynamic programming is used to get an approximation scheme based on the time discretisation of the dynamics and of the pay-off. We prove that the resulting lime-discrete approximation scheme converges to the value function of the continuous problem with rate 1.

机译：我们处理一类时滞微分方程系统的无限地平线最优控制问题，将注意力集中在其数值逼近上。动态编程用于根据动力学和收益的时间离散化获得近似方案。我们证明了生成的石灰离散逼近方案收敛于速率为1的连续问题的值函数。

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《Zeitschrift fur Angewandte Mathematik und Mechanik》 |1996年第s2期|p.197-200|共4页
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FalconeM.; RosaceR.;
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正文语种 eng
中图分类应用数学;
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1. APPROXIMATION OF OPTIMAL CONTROL PROBLEMS FOR DELAYED EQUATIONS [J] . Falcone M., Rosace R. Zeitschrift fur Angewandte Mathematik und Mechanik . 1996,第s2期

机译：延迟方程的最优控制问题的逼近
2. Discrete-time approximation of optimal control problems for delayed equations [J] . Maurizio Falcone, R. Rosace Control and Cybernetics . 1996,第3期

机译：时滞方程最优控制问题的离散时间逼近
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5. Analysis and approximations of terminal-state tracking optimal control problems and controllability problems constrained by linear and semilinear parabolic partial differential equations. [D] . Kwon, Hee-Dae. 2003

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机译：与时滞方程相关的线性二次型最优控制问题的逼近格式

Approximation of optimal control problems for delayed equations

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