An iterative relaxation approach to the solution of the Hamilton-Jacobi-Bellman-Isaacs equation in nonlinear optimal control | Zendy

M. D. S. Aliyu | Zendy

Open Access

An iterative relaxation approach to the solution of the Hamilton-Jacobi-Bellman-Isaacs equation in nonlinear optimal control

Author(s) -

M. D. S. Aliyu

Publication year - 2017

Publication title -

ieee/caa journal of automatica sinica

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.277

H-Index - 41

eISSN - 2329-9274

pISSN - 2329-9266

DOI - 10.1109/jas.2017.7510682

Subject(s) - computing and processing , communication, networking and broadcast technologies , general topics for engineers , robotics and control systems

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.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research