Optimal Control, Lagrangian Manifolds and Viscosity Solutions

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McCaffrey, D.; Banks, S.P.;
(2000)
  • Publisher: Department of Automatic Control and Systems Engineering

This note proposes a method of the optimal control for an infinite time optimal control problem. The control is synthesised from a viscosity solution to the associated Bellman equation. This solution is in turn constructed geometrically from a Lagrangian manifold. This ... View more
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