A solution of the time-optimal Hamilton-Jacobi-Bellman equation on the interval using wavelets.
Sachin JainPanagiotis TsiotrasPublished in: CDC (2004)
Keyphrases
- hamilton jacobi bellman
- optimal control
- control problems
- stochastic control
- nonlinear systems
- dynamic programming
- approximate dynamic programming
- dynamical systems
- hamilton jacobi
- queueing systems
- reinforcement learning
- mathematical model
- brownian motion
- closed form
- multiresolution
- infinite horizon
- control strategy
- optimal solution
- operations management
- multiscale
- input output
- wavelet transform
- image processing
- constrained optimization
- fuzzy model
- linear program
- fuzzy logic