Suboptimal Feedback Control of PDEs by Solving HJB Equations on Adaptive Sparse Grids
نویسندگان
چکیده
منابع مشابه
Suboptimal Feedback Control of PDEs by Solving HJB Equations on Adaptive Sparse Grids
An approach to solve nite time horizon sub-optimal feedback control problems for partial di erential equations is proposed by solving dynamic programming equations on adaptive sparse grids. The approach is illustrated for the wave equation and an extension to equations of Schrödinger type is indicated. A semi-discrete optimal control problem is introduced and the feedback control is derived fro...
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ژورنال
عنوان ژورنال: Journal of Scientific Computing
سال: 2016
ISSN: 0885-7474,1573-7691
DOI: 10.1007/s10915-016-0240-7