International Journal of Mathematics and Mathematical Sciences
Volume 2003 (2003), Issue 47, Pages 2989-3001
doi:10.1155/S0161171203211042
An approximation to discrete optimal feedback controls
Jinghao Zhu
and Zhiqiang Zou
Department of Applied Mathematics, School of Science, Tongji University, Shanghai 200092, China
Abstract
We study discrete solutions of nonlinear optimal control problems. By value functions, we construct difference equations to approximate the optimal control on each interval of "small" time. We aim to find a discrete optimal feedback control. An algorithm is proposed for computing the solution of the optimal control problem.