An approximation to discrete optimal feedback controls

Jinghao Zhu and Zhiqiang Zou

International Journal of Mathematics and Mathematical Sciences, 2003, vol. 2003, 1-13

Abstract:

We study discrete solutions of nonlinear optimal control problems. By value functions, we construct difference equations to approximate the optimal control on each interval of small time. We aim to find a discrete optimal feedback control. An algorithm is proposed for computing the solution of the optimal control problem.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:318587

DOI: 10.1155/S0161171203211042

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