Highly Influenced

@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} }

- Published 2011 in IEEE Conference on Decision and Control and…
DOI:10.1109/CDC.2011.6161137

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