- All Journals
- Al-Qadisiyah University
- Basrah University
- Kirkuk University
- Mosul University
- The Iraqi Borad for Medical Specialization
- University of Anbar
- University of Technology
- Al Mustafa University
- Al-Zahraa University for Women
- Alnoor University
- Kunooz University
- Misan University
- Ninevah University
- Tikrit University
- University of Al-Hamdaniya
- University of Kerbala
Semigroup Theory for Dual Dynamic Programming | ||
| Iraqi Journal of Science | ||
| Article 1, Volume 56, Issue 2, 2015, Pages 1471-1488 | ||
| Authors | ||
| Naseif Jasim Al; ; Dyaina Salih Al; | ||
| Abstract | ||
| In this paper, the nonclassical approach to dynamic programming for the optimal control problem via strongly continuous semigroup has been presented. The dual value function VD ( .,. ) of the problem is defined and characterized. We find that it satisfied the dual dynamic programming principle and dual Hamilton Jacobi –Bellman equation. Also, some properties of VD (. , .) have been studied, such as, various kinds of continuities and boundedness, these properties used to give a sufficient condition for optimality. A suitable verification theorem to find a dual optimal feedback control has been proved. Finally gives an example which illustrates the value of the theorem which deals with the sufficient condition for optimality. | ||
| Keywords | ||
| Dual value function; Dual dynamic programming; semigroup theory; HJB equation; Dual optimal feedback control | ||
|
Statistics Article View: 121 PDF Download: 70 |
||