The patchy Method for the Infinite Horizon Hamilton-Jacobi-Bellman Equation and its Accuracy
Year: 2012
Type: preprint
Abstract: We introduce a modification to the patchy method of Navasca and Krener for solving the stationary Hamilton Jacobi Bellman equation. The numerical solution that we generate is a set of polynomials that approximate the optimal cost and optimal control on a partition of the state space. We derive an error bound for our numerical method under the assumption that the optimal cost is a smooth strict Lyupanov function. The error bound is valid when the number of subsets in the partition is not too large.
Source: arXiv (Cornell University)
Authors: Hunt, Thomas, Krener, Arthur J.
Institution: Naval Postgraduate School
Language: English
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1715620162