Abstract
Wavelets, which have many good properties such as time/freqency localization and compact support, are considered for solving the Hamilton-Jacobi-Bellman (HJB) equation as appears in optimal control problems. Specifically, we propose a Successive Wavelet Collocation Algorithm (SWCA) that uses interpolating wavelets in a collocation scheme to iteratively solve the Generalized-Hamilton-Jacobi-Bellman (GHJB) equation and the corresponding optimal control law. Numerical examples illustrate the proposed approach.
| Original language | English |
|---|---|
| Pages (from-to) | 1950-1955 |
| Number of pages | 6 |
| Journal | Proceedings of the American Control Conference |
| Volume | 3 |
| Publication status | Published - 2003 |
| Event | 2003 American Control Conference - Denver, CO, United States Duration: 2003 Jun 4 → 2003 Jun 6 |
All Science Journal Classification (ASJC) codes
- Electrical and Electronic Engineering