An algorithm for numerical solution of discrete Hamilton-Jacobi-Bellman equations is proposed. The method begins with a suitable initial guess value of the solution,then finds a suitable matrix to linearize the system...An algorithm for numerical solution of discrete Hamilton-Jacobi-Bellman equations is proposed. The method begins with a suitable initial guess value of the solution,then finds a suitable matrix to linearize the system and constructs an iteration algorithm to generate the monotone sequence. The convergence of the algorithm for nonlinear discrete Hamilton-Jacobi-Bellman equations is proved. Some numerical examples are presented to confirm the effciency of this algorithm.展开更多
In this paper, we propose an iterative relaxation method for solving the Hamilton-Jacobi-Bellman-Isaacs equation(HJBIE) arising in deterministic optimal control of affine nonlinear systems. Local convergence of the me...In this paper, we propose an iterative relaxation method for solving the Hamilton-Jacobi-Bellman-Isaacs equation(HJBIE) arising in deterministic optimal control of affine nonlinear systems. Local convergence of the method is established under fairly mild assumptions, and examples are solved to demonstrate the effectiveness of the method. An extension of the approach to Lyapunov equations is also discussed. The preliminary results presented are promising, and it is hoped that the approach will ultimately develop into an efficient computational tool for solving the HJBIEs.展开更多
This paper presents a modified domain decomposition method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal control problems using diffusion models. A convergenc...This paper presents a modified domain decomposition method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal control problems using diffusion models. A convergence theorem is established. Numerical results indicate the effectiveness and accuracy of the method.展开更多
In this paper, iterative or successive approximation methods for the Hamilton-Jacobi-Bellman-lsaacs equations （HJBIEs） arising in both deterministic and stochastic optimal control for affine nonlinear systems are de...In this paper, iterative or successive approximation methods for the Hamilton-Jacobi-Bellman-lsaacs equations （HJBIEs） arising in both deterministic and stochastic optimal control for affine nonlinear systems are developed. Convergence of the methods are established under fairly mild assumptions, and examples are solved to demonstrate the effectiveness of the methods. However, the results presented in the paper are preliminary, and do not yet imply in anyway that the solutions computed will be stabilizing. More improvements and experimentation will be required before a satisfactory algorithm is developed.展开更多
针对TORA(Translational oscillator with rotating actuator)系统的镇定控制问题,提出一种基于θ-D方法的非线性最优控制方案.应用拉格朗日方程建立TORA系统的数学模型,为保证状态空间形式的TORA系统数学模型中状态向量系数矩阵A(x)能...针对TORA(Translational oscillator with rotating actuator)系统的镇定控制问题,提出一种基于θ-D方法的非线性最优控制方案.应用拉格朗日方程建立TORA系统的数学模型,为保证状态空间形式的TORA系统数学模型中状态向量系数矩阵A(x)能够分离出常值矩阵,且其能与控制位置矩阵构成可控对,采用不同于传统形式的解耦坐标变换对TORA系统进行了处理,以此为基础为TORA系统设计基于θ-D方法的非线性最优控制器,该控制方案可离线得到控制输入的显示表达式.通过数值仿真以及与基于局部线性化的线性最优控制方案进行比较,验证了所提非线性最优控制方案所具有的良好瞬态性能.展开更多
文摘An algorithm for numerical solution of discrete Hamilton-Jacobi-Bellman equations is proposed. The method begins with a suitable initial guess value of the solution,then finds a suitable matrix to linearize the system and constructs an iteration algorithm to generate the monotone sequence. The convergence of the algorithm for nonlinear discrete Hamilton-Jacobi-Bellman equations is proved. Some numerical examples are presented to confirm the effciency of this algorithm.
文摘In this paper, we propose an iterative relaxation method for solving the Hamilton-Jacobi-Bellman-Isaacs equation(HJBIE) arising in deterministic optimal control of affine nonlinear systems. Local convergence of the method is established under fairly mild assumptions, and examples are solved to demonstrate the effectiveness of the method. An extension of the approach to Lyapunov equations is also discussed. The preliminary results presented are promising, and it is hoped that the approach will ultimately develop into an efficient computational tool for solving the HJBIEs.
文摘This paper presents a modified domain decomposition method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal control problems using diffusion models. A convergence theorem is established. Numerical results indicate the effectiveness and accuracy of the method.
文摘In this paper, iterative or successive approximation methods for the Hamilton-Jacobi-Bellman-lsaacs equations （HJBIEs） arising in both deterministic and stochastic optimal control for affine nonlinear systems are developed. Convergence of the methods are established under fairly mild assumptions, and examples are solved to demonstrate the effectiveness of the methods. However, the results presented in the paper are preliminary, and do not yet imply in anyway that the solutions computed will be stabilizing. More improvements and experimentation will be required before a satisfactory algorithm is developed.
文摘针对TORA(Translational oscillator with rotating actuator)系统的镇定控制问题,提出一种基于θ-D方法的非线性最优控制方案.应用拉格朗日方程建立TORA系统的数学模型,为保证状态空间形式的TORA系统数学模型中状态向量系数矩阵A(x)能够分离出常值矩阵,且其能与控制位置矩阵构成可控对,采用不同于传统形式的解耦坐标变换对TORA系统进行了处理,以此为基础为TORA系统设计基于θ-D方法的非线性最优控制器,该控制方案可离线得到控制输入的显示表达式.通过数值仿真以及与基于局部线性化的线性最优控制方案进行比较,验证了所提非线性最优控制方案所具有的良好瞬态性能.
