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Global Optimal Control of Perturbed Systems

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005563
URN to cite this document: urn:nbn:de:bvb:703-epub-5563-3

Title data

Grüne, Lars ; Junge, Oliver:
Global Optimal Control of Perturbed Systems.
Bayreuth , 2006

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Abstract

We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state space in combination with a new algorithm for the computation of shortest paths in weighted directed hypergraphs. Using the concept of a multivalued game, we prove convergence of the scheme as the discretization parameter goes to zero.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): Erscheint in: Journal of Optimization Theory and Applications. Bd. 136 (November 2008) Heft 3 . - S. 411-429; https://doi.org/10.1007/s10957-007-9312-z
Keywords: Optimal control; Dynamic games; Set-oriented numerics; Graph Theory
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5563-3
Date Deposited: 20 May 2021 07:28
Last Modified: 17 Jun 2021 09:24
URI: https://epub.uni-bayreuth.de/id/eprint/5563

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