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HYBRID
2007
Springer
13 years 8 months ago
Viability-Based Computations of Solutions to the Hamilton-Jacobi-Bellman Equation
Abstract. This article proposes a new capture basin algorithm for computing the numerical solution of a class of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs)...
Alexandre M. Bayen, Christian G. Claudel, Patrick ...
AUTOMATICA
2008
90views more  AUTOMATICA 2008»
13 years 5 months ago
On the infinite time solution to state-constrained stochastic optimal control problems
: For an infinite-horizon optimal control problem, the cost does not, in general, converge. The classical work-around to this problem is to introduce a discount or "forgetting...
Per Rutquist, Claes Breitholtz, Torsten Wik
AUTOMATICA
2008
118views more  AUTOMATICA 2008»
13 years 5 months ago
Root-mean-square gains of switched linear systems: A variational approach
We consider the problem of computing the root-mean-square (RMS) gain of switched linear systems. We develop a new approach which is based on an attempt to characterize the "w...
Michael Margaliot, João Pedro Hespanha