Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation
Automatica (Journal of IFAC)
Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation
Journal of Optimization Theory and Applications
A continuation/GMRES method for fast computation of nonlinear receding horizon control
Automatica (Journal of IFAC)
Hi-index | 22.15 |
A new algorithm for computing the solutions of nonlinear optimal and robust H"~ control problems is proposed. The algorithm is based on the use of the collocation method to transform the PDE's into ODE's. Some convergence results are given and several examples are presented.