Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Luca Saluzzi"'
Publikováno v:
Rendiconti di Matematica e delle Sue Applicazioni, Vol 41, Iss 3-4, Pp 193-221 (2020)
We present a tree structure algorithm for optimal control problems with state constraints. We prove a convergence result for a discrete time approximation of the value function based on a novel formulation in the case of convex constraints. Then the
Externí odkaz:
https://doaj.org/article/e3954a4a08a24bfc878f4e88c1afec35
We consider the approximation of some optimal control problems for the Navier-Stokes equation via a Dynamic Programming approach. These control problems arise in many industrial applications and are very challenging from the numerical point of view s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7ab6c7a909065ff8696e5882f71626e9
In the dynamic programming approach to optimal control problems a crucial role is played by the value function that is characterized as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. It is well known that this approach suf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c13491b1f00bf7fa938c0bbccf40fd4
https://hdl.handle.net/10278/5007920
https://hdl.handle.net/10278/5007920
Autor:
Alessandro Alla, Luca Saluzzi
The Dynamic Programming approach allows to compute a feedback control for nonlinear problems, but suffers from the curse of dimensionality. The computation of the control relies on the resolution of a nonlinear PDE, the Hamilton-Jacobi-Bellman equati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::57a5abbefeabc180cc2bf46bd7b14730
https://hdl.handle.net/11384/131686
https://hdl.handle.net/11384/131686
Solving optimal control problems via Dynamic Programming is a difficult task that suffers for the ”curse of dimensionality”. This limitation has reduced its practical impact in real world applications since the construction of numerical methods f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a95b22dc6a8929b186f979959465b764
http://hdl.handle.net/11573/1415807
http://hdl.handle.net/11573/1415807
The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The DP scheme for the numerical approxima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2c0d00848c97de45d3993fd599bb0f33