2000
DOI: 10.1007/s100920070010
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Numerical computation of the optimal feedback law¶for nonlinear infinite time horizon control problems

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Cited by 6 publications
(2 citation statements)
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“…One has to face the severe problem to solve the nonlinear Hamilton-Jacobi-Bellman (HJB) equation or alternatively to solve many two-point boundary value problems for the Euler-Lagrange equations, which still is a serious challenge, especially on the infinite time interval. We refer to [Beard et al, 1998;Beeler et al, 2000;Prager, 2000] for some solutions to both problems and their limitations.…”
Section: Introductionmentioning
confidence: 99%
“…One has to face the severe problem to solve the nonlinear Hamilton-Jacobi-Bellman (HJB) equation or alternatively to solve many two-point boundary value problems for the Euler-Lagrange equations, which still is a serious challenge, especially on the infinite time interval. We refer to [Beard et al, 1998;Beeler et al, 2000;Prager, 2000] for some solutions to both problems and their limitations.…”
Section: Introductionmentioning
confidence: 99%
“…There are several other approaches to solving HJB PDEs, and a large literature, for example see [3], [6], [13], [9], [10], [16], [18], [19], [21] and their references. One approach is to discretize the underlying optimal control problem and convert it into a nonlinear program in discrete time and space.…”
Section: Other Approachesmentioning
confidence: 99%