Approximations to Optimal Feedback Control Using a Successive Wavelet Collocation Algorithm

Chandeok Park; Panagiotis Tsiotras

Approximations to Optimal Feedback Control Using a Successive Wavelet Collocation Algorithm

Chandeok Park
, Panagiotis Tsiotras

Research output: Contribution to journal › Conference article › peer-review

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

Cite this

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title = "Approximations to Optimal Feedback Control Using a Successive Wavelet Collocation Algorithm",

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.",

author = "Chandeok Park and Panagiotis Tsiotras",

year = "2003",

language = "English",

volume = "3",

pages = "1950--1955",

journal = "Proceedings of the American Control Conference",

issn = "0743-1619",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "2003 American Control Conference ; Conference date: 04-06-2003 Through 06-06-2003",

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AU - Park, Chandeok

AU - Tsiotras, Panagiotis

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N2 - 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.

AB - 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.

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UR - https://www.scopus.com/pages/publications/0142215883#tab=citedBy

M3 - Conference article

AN - SCOPUS:0142215883

SN - 0743-1619

VL - 3

SP - 1950

EP - 1955

JO - Proceedings of the American Control Conference

JF - Proceedings of the American Control Conference

T2 - 2003 American Control Conference

Y2 - 4 June 2003 through 6 June 2003

ER -

Approximations to Optimal Feedback Control Using a Successive Wavelet Collocation Algorithm

Abstract

All Science Journal Classification (ASJC) codes

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