42nd Annual Iranian Mathematics Conference 5-8 September 2011, Vali-e-Asr University of Rafsanjan, Iran, , 2011-09-05

Title : ( SOLVING HAMILTON-JACOBI-BELLMAN EQUATION USING VARIATIONAL ITERATION METHOD )

Authors: Mohammad Shirazian , Sohrab Effati ,

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Abstract. This paper presents an analytical approximate solution for nonlinear Hamilton-Jacobi-Bellman (HJB) equation. The proposed method involves the well-known Variational Iteration Method (VIM), for solving the HJB equation, obtained from an Optimal Control Problem (OCP), and then designing a feedback suboptimal control law. An illustrative example is given to demonstrate the simplicity and efficiency of the proposed method.

Keywords

, Hamilton-Jacobi-Bellman (HJB) equation, Variational Iteration
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@inproceedings{paperid:1025146,
author = {Shirazian, Mohammad and Effati, Sohrab},
title = {SOLVING HAMILTON-JACOBI-BELLMAN EQUATION USING VARIATIONAL ITERATION METHOD},
booktitle = {42nd Annual Iranian Mathematics Conference 5-8 September 2011, Vali-e-Asr University of Rafsanjan, Iran,},
year = {2011},
location = {ایران, IRAN},
keywords = {Hamilton-Jacobi-Bellman (HJB) equation; Variational Iteration Method},
}

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%0 Conference Proceedings
%T SOLVING HAMILTON-JACOBI-BELLMAN EQUATION USING VARIATIONAL ITERATION METHOD
%A Shirazian, Mohammad
%A Effati, Sohrab
%J 42nd Annual Iranian Mathematics Conference 5-8 September 2011, Vali-e-Asr University of Rafsanjan, Iran,
%D 2011

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