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  • 1
    Electronic Resource
    Electronic Resource
    Numerical computation of the optimal feedback law¶for nonlinear infinite time horizon control problems (2000)
    Springer
    Calcolo 37 (2000), S. 97-123 
    Details
    ISSN: 1126-5434
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract: An approach to the numerical computation of the optimal feedback law for nonlinear infinite time horizon control problems is presented and tested. For a sequence of control systems with truncated time horizon the canonical equations are solved by an adapted multiple shooting algorithm. Interpolation of computed costates gives a feedback law on a prescribed region of the state space. Numerical findings indicate applicability of this procedure to problems in higher dimensions.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100920070010
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