@inproceedings{f2a03c4ee413439eb6ce4c3cefaa8a76,
title = "Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems",
abstract = "We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max–min type variational problem considered on the space of continuously differentiable functions. We approximate the latter with a maximin problem on a finite dimensional subspace of the space of continuously differentiable functions and show that a solution of this problem (existing under natural controllability conditions) can be used for construction of near optimal controls. We illustrate the construction with a numerical example.",
author = "Vladimir Gaitsgory and Ludmila Manic",
year = "2014",
doi = "10.1007/978-3-662-43404-8\_5",
language = "English",
volume = "86",
series = "Springer Proceedings in Mathematics \& Statistics",
publisher = "Springer, Springer Nature",
pages = "91--114",
editor = "Honglei Xu and Teo, \{Kok Lay\} and Yi Zhang",
booktitle = "Optimization and Control Techniques and Applications",
address = "United States",
note = "International Conference on Optimization and Control with Applications (OCA5) (5th : 2012) ; Conference date: 04-12-2012 Through 08-12-2012",
}