Optimal synthesis in grid schemes for quasi-convex approximation functions

Autor: Alexander M. Tarasyev, N.V. Mel'nikova
Rok vydání: 1998
Předmět:
Zdroj: Journal of Applied Mathematics and Mechanics. 62:537-544
ISSN: 0021-8928
DOI: 10.1016/s0021-8928(98)00070-7
Popis: A single grid algorithm which constructs the value function and the optimal synthesis, based on a local quasi-differential approximations of the Hamilton-Jacobi equation, is considered. The optimal synthesis is generated by the method of extremal translation in the direction of generalized gradients. The quasi-convex approximation functions, for which it is possible to use a linear dependence of the space-time steps for correct interpolation of the nodal optimal control values, thus substantially reducing the amount of computation, simplifying the finite-difference formulae and permitting the use of simple operators involving constructions of the method of least squares, are investigated.
Databáze: OpenAIRE