Higher-Order Methods for Determining Optimal Controls and Their Sensitivities
The solution of optimal control problems through the Hamilton-Jacobi-Bellman (HJB) equation offers guaranteed satisfaction of both the necessary and sufficient conditions for optimality. However, finding an exact solution to the HJB equation is a near impossible task for many optimal control problem...
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| Format: | Others |
| Language: | English |
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2010
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| Online Access: | http://hdl.handle.net/1969.1/ETD-TAMU-2010-05-7898 |