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 |
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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