A method for constructing ε-value functions for the Bolza problem of optimal control
International Journal of Applied Mathematics and Computer Science, Tome 15 (2005) no. 2, p. 177.

Voir la notice de l'article dans European Digital Mathematics Library

The problem considered is that of approximate minimisation of the Bolza problem of optimal control. Starting from Bellman's method of dynamic programming, we define the ε-value function to be an approximation to the value function being a solution to the Hamilton-Jacobi equation. The paper shows an approach that can be used to construct an algorithm for calculating the values of an ε-value function at given points, thus approximating the respective values of the value function.
Classification : 49K15, 49K40, 49M05
Mots-clés : Hamilton-Jacobi equation, value function, non-linear optimisation, approximate minimum, dynamic programming, Bolza problem, optimal control, nonlinear optimisation 
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     title = {A method for constructing \ensuremath{\varepsilon}-value functions for the {Bolza} problem of optimal control},
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Jan Pustelnik. A method for constructing ε-value functions for the Bolza problem of optimal control. International Journal of Applied Mathematics and Computer Science, Tome 15 (2005) no. 2, p. 177. https://geodesic-test.mathdoc.fr/item/IJAMCS_2005__15_2_207733/