inria-00072322, version 1
Discrete Approximations of the Hamilton-Jacobi Equation for an Optimal Control Problem of a Differential-Algebraic System
J. Frederic Bonnans
1Philippe Chartier a, 2Hasnaa Zidani
N° RR-4265 (2001)
Résumé : This paper discusses the numerical resolution of the Hamilton-Jacobi-Bellman equation associated with optimal control problem when the state equation is of algebraic differential type. We discuss two numerical schemes. The first reduces to the standard framework, while the second does not suppose any knowledge of the Jacobian of the data. We obtain some error estimates, and display numerical results obtained on a simple test problem.
- a – INRIA
- 1 : SYDOCO (INRIA Rocquencourt)
- INRIA
- 2 : ALADIN (INRIA - IRISA)
- CNRS : UMR6074 – INRIA – Institut National des Sciences Appliquées (INSA) - Rennes – Université de Rennes 1
- Domaine : Informatique/Autre
Mathématiques/Optimisation et contrôle - Référence interne : RR-4265
- inria-00072322, version 1
- http://hal.inria.fr/inria-00072322
- oai:hal.inria.fr:inria-00072322
- Contributeur : Rapport De Recherche Inria
- Soumis le : Mardi 23 Mai 2006, 20:24:00
- Dernière modification le : Mardi 31 Mars 2009, 12:30:39
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