文章基本信息

标题：An adaptive multilevel radial basis function scheme for the HJB equation * * This research work has been partially supported by the INDAM-GNCS project Metodi ad alta risoluzione per problemi evolutivi fortemente nonlineari and by TU Munich and Roma Tre University
本地全文：下载
作者：G. Ferretti ; R. Ferretti ; O. Junge 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2017
卷号：50
期号：1
页码：1643-1648
DOI：10.1016/j.ifacol.2017.08.331
语种：English
出版社：Elsevier
摘要：AbstractThe globally optimal solution of an optimal control problem can be characterized in terms of the value function. This function can be computed as the solution of the Hamilton-Jacobi-Bellman PDE or the equivalent Bellman equation. We propose an adaptive multilevel scheme based on radial basis functions for space discretizing these equations and demonstrate the efficiency of this approach by numerical experiments.
关键词：Keywordsoptimal controlvalue functionHJB equationBellman equationradial basis functionShepard’s methodmultilevel schemeadaptivity