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Optimal Control of Volterra Equations by neda gossili is a document available to read on EtoBox.
This document summarizes a new method for solving optimal control problems for systems governed by Volterra integral equations. The method discretizes the original Volterra controlled system and uses a novel type of dynamic programming where the Hamilton-Jacobi function is parameterized by the control function rather than the state. The method is then analyzed and estimates are derived for its computational cost.
- Author
- neda gossili
- Language
- EN