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.
|Number of pages||24|
|Publication status||Published - 2014|
|Event||5th International Conference on Optimization and Control with Applications - |
Duration: 4 Dec 2012 → …
|Conference||5th International Conference on Optimization and Control with Applications|
|Period||4/12/12 → …|