Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems

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dc.contributor.author Gaitsgory, Vladimir
dc.contributor.author Manic, Ludmila
dc.date.accessioned 2015-08-03T03:27:38Z
dc.date.available 2015-08-03T03:27:38Z
dc.date.issued 2014
dc.description.abstract We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max–min type variational problem considered on the space of continuously differentiable functions. We approximate the latter with a maximin problem on a finite dimensional subspace of the space of continuously differentiable functions and show that a solution of this problem (existing under natural controllability conditions) can be used for construction of near optimal controls. We illustrate the construction with a numerical example. en
dc.description.sponsorship The work was supported by the Australian Research Council Discovery-Project Grants DP120100532 and DP130104432 en
dc.identifier.citation Gaitsgory, V. and Manic, L., 2014. Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems. In: Optimization and Control Techniques and Applications, Springer Proceedings in Mathematics and Statistics, H. Xu, K.L. Teo and Y. Zhang (Eds), 86, 91-114. en
dc.identifier.doi https://doi.org/10.1007/978-3-662-43404-8_5 en
dc.identifier.isbn 978-3-662-43403-1
dc.identifier.issn 2194-1009
dc.identifier.uri http://hdl.handle.net/2328/35478
dc.language.iso en en_US
dc.publisher Springer Verlag en_US
dc.relation http://purl.org/au-research/grants/arc/DP130104432 en_US
dc.relation.grantnumber ARC/DP130104432 en_US
dc.relation.ispartofseries Springer Proceedings in Mathematics & Statistics;86
dc.rights http://www.springer.com/gp/open-access/authors-rights/self-archiving-policy/2124 en_US
dc.rights.holder Copyright 2014 Springer-Verlag Berlin Heidelberg en_US
dc.subject Systems theory en_US
dc.subject Operation research en_US
dc.subject Optimisation en_US
dc.title Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems en_US
dc.type Book chapter en
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