Applied Mathematics and Computation, ( ISI ), Year (2006-4)

Title : ( Iterative dynamic programming for solving linear and nonlinear differential equations )

Authors: Sohrab Effati ,

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In this paper we solve a wide range of nth order ordinary nonlinear differential equations with initial conditions by using iterative dynamic programming. First we transform the problem to a first order system of ordinary nonlinear differential equations, and then transform it to an optimal control problem. By the optimal solution of the problem we obtain a piecewise-constant optimal control function and then by using the approximate control signals, we obtain the approximate optimal trajectory. Finally, we calculate the error functional E.

Keywords

Differential equations; Optimal control; Iterative dynamic
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@article{paperid:1009392,
author = {Effati, Sohrab},
title = {Iterative dynamic programming for solving linear and nonlinear differential equations},
journal = {Applied Mathematics and Computation},
year = {2006},
month = {April},
issn = {0096-3003},
keywords = {Differential equations; Optimal control; Iterative dynamic programming},
}

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%0 Journal Article
%T Iterative dynamic programming for solving linear and nonlinear differential equations
%A Effati, Sohrab
%J Applied Mathematics and Computation
%@ 0096-3003
%D 2006

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