Solving the Hamilton-Jacobi-Bellman equation using Adomian decomposition method
نویسندگان
چکیده
This article may be used for research, teaching and private study purposes. Any substantial or systematic reproduction, redistribution , reselling , loan or sub-licensing, systematic supply or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date. The accuracy of any instructions, formulae and drug doses should be independently verified with primary sources. The publisher shall not be liable for any loss, actions, claims, proceedings, demand or costs or damages whatsoever or howsoever caused arising directly or indirectly in connection with or arising out of the use of this material. The aim of this research is to solve the Hamilton–Jacobi–Bellman equation (HJB) arising in nonlinear optimal problem using Adomian decomposition method. First Riccati equation with matrix variable coefficients , arising in linear optimal and robust control approach, is considered. By using the Adomian method, we consider an analytical approximation of the solution of nonlinear differential Riccati equation. An application in optimal control is presented. The solution in different order of approximations and different methods of approximation will be compared with respect to accuracy. Then the HJB equation, obtained in nonlinear optimal approach, is considered and an analytical approximation of the solution of it, using Adomian method, is presented.
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عنوان ژورنال:
- Int. J. Comput. Math.
دوره 87 شماره
صفحات -
تاریخ انتشار 2010