An adaptative antidissipative method for optimal control problems

Olivier Bokanowski , Nadia Megdich (1) , Hasnaa Zidani (1)

1 SYDOCO - Dynamic systems, optimisation and optimal command

We deal with a numerical method for HJB equations coming from optimal control problems with state constraints. More precisely, we present here an antidissipative scheme applied on an adaptative grid.The adaptative grid is generated using linear quadtree structure. This technique of adaptation facilitates stocking data and dealing with large numerical systems.

Mots clés: OPTIMAL CONTROL PROBLEMS; HJB EQUATIONS; ANTIDISSIPATIVE SCHEME; LINEAR QUADTREE

Domaines: Autre [cs.OH]

Olivier Bokanowski, Nadia Megdich, Hasnaa Zidani. An adaptative antidissipative method for optimal control problems. [Research Report] RR-5770, INRIA. 2005, pp.21. ⟨inria-00070250⟩