An Iterative Method for Optimal Feedback Control and Generalized HJB Equation
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DOI码：10.1109/JAS.2017.7510706
发表刊物：IEEE/CAA Journal of Automatica Sinica
关键字：Generalized Hamilton-Jacobi-Bellman (HJB) equation; iterative method; nonlinear dynamic system; optimal control
摘要：In this paper, a new iterative method is proposed to solve the generalized Hamilton-Jacobi-Bellman (GHJB) equation through successively approximate it. Firstly, the GHJB equation is converted to an algebraic equation with the vector norm, which is essentially a set of simultaneous nonlinear equations in the case of dynamic systems. Then, the proposed algorithm solves GHJB equation numerically for points near the origin by considering the linearization of the non-linear equations under a good initial control guess. Finally, the procedure is proved to converge to the optimal stabilizing solution with respect to the iteration variable. In addition, it is shown that the result is a closed-loop control based on this iterative approach. Illustrative examples show that the update control laws will converge to optimal control for nonlinear systems.
合写作者：Xin Chen
论文类型：期刊论文
通讯作者：Xuesong Chen
卷号：5
期号：5
页面范围：999-1006
是否译文：否
发表时间：2018-09-15
收录刊物：SCI、EI
发布期刊链接：https://ieeexplore.ieee.org/document/8166366
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