Approximate finite-horizon optimal control without PDE's

@article{Sassano2011ApproximateFO,
  title={Approximate finite-horizon optimal control without PDE's},
  author={Mario Sassano and Alessandro Astolfi},
  journal={IEEE Conference on Decision and Control and European Control Conference},
  year={2011},
  pages={1716-1721}
}
The problem of controlling the state of a system, from a given initial condition, during a fixed time interval minimizing at the same time a criterion of optimality is commonly referred to as finite-horizon optimal control problem. It is well-known that one of the standard solutions to the finite-horizon optimal control problem relies upon the solution of the Hamilton-Jacobi-Bellman (HJB) partial differential equation, which may be difficult or impossible to obtain in closed-form. Herein we… CONTINUE READING