Representation of Hamilton--Jacobi Equation in Optimal Control Theory with Compact Control Set

Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory

This article is devoted to the optimal control of state equations with memory of the form:

Local Solutions to the Hamilton – Jacobi – Bellman Equation in Stochastic Problems of Optimal Control

We suggest a method for solving control problems by using linear stochastic systems with functionals qua-dratic in the phase variable and constraints on the absolute values of control actions. Many problems of optimal control of mechanical systems under random perturbations can be written in the form (1) Here, the w = w i (s) are independent Wiener processes; the ν = ν i are independent Poisson...

Nonlinear H∞ control and the Hamilton-Jacobi-Isaacs equation

This paper considers two aspects of the nonlinear H∞ control problem: the use of weighting functions for performance and robustness improvement, as in the linear case, and the development of a Galerkin approximation method for the solution of the Hamilton-Jacobi-Isaacs Equation (HJIE) that arises in the output feedback case. Design of nonlinear H∞ controllers obtained by Taylor approximation an...

Viscosity Solutions of Hamilton-Jacobi Equations and Optimal Control Problems

Optimal Control of Crop Irrigation based on the Hamilton-Jacobi-Bellman Equation

Water management in agriculture is a key issue due to the increasing problem of water scarcity worldwide. Based on the recent progress in the dynamic modeling of plant growth in interaction with the water resource, our objective is to study the optimal control problem of crop irrigation. For this purpose, we first describe the LNAS model for sugar beet growth, driving the dynamics of both plant...