Power Series Solution of the Hamilton-Jacobi-Bellman Equation for Time-Varying Differential-Algebraic Equations
2007 (English)Report (Other academic)
Optimal control problems for a class of nonlinear time-varying differential-algebraic equations are considered. It is shown that they possess a well-defined feedback solution in a neighborhood of the origin. Explicit formulas for the series expansions of the cost function and control law are given.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2007. , 8 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2762
Optimal control, Differential-algebraic equations
IdentifiersURN: urn:nbn:se:liu:diva-56113ISRN: LiTH-ISY-R-2762OAI: oai:DiVA.org:liu-56113DiVA: diva2:316817