Abstract
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max–min type variational problem considered on the space of continuously differentiable functions. We approximate the latter with a maximin problem on a finite dimensional subspace of the space of continuously differentiable functions and show that a solution of this problem (existing under natural controllability conditions) can be used for construction of near optimal controls. We illustrate the construction with a numerical example.
Original language | English |
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Pages | 91-114 |
Number of pages | 24 |
DOIs | |
Publication status | Published - 2014 |
Event | 5th International Conference on Optimization and Control with Applications - Duration: 4 Dec 2012 → … |
Conference
Conference | 5th International Conference on Optimization and Control with Applications |
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Period | 4/12/12 → … |