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• W2034288315 abstract "The problem of controlling the state of a system, from a given initial condition, during a fixed time interval minimizing at the same time a criterion of optimality is commonly referred to as finite-horizon optimal control problem. It is well-known that one of the standard solutions to the finite-horizon optimal control problem relies upon the solution of the Hamilton-Jacobi-Bellman (HJB) partial differential equation, which may be difficult or impossible to obtain in closed-form. Herein we propose a methodology to avoid the explicit solution of such HJB pde for input-affine nonlinear systems by means of a dynamic extension. This results in a dynamic time-varying state feedback yielding an approximate solution to the finite-horizon optimal control problem." @default.
• W2034288315 created "2016-06-24" @default.
• W2034288315 creator A5018225150 @default.
• W2034288315 creator A5018597173 @default.
• W2034288315 date "2013-02-01" @default.
• W2034288315 modified "2023-09-23" @default.
• W2034288315 title "Approximate finite-horizon optimal control without PDEs" @default.
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• W2034288315 doi "https://doi.org/10.1016/j.sysconle.2012.08.015" @default.
• W2034288315 hasPublicationYear "2013" @default.
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