Abstract. This article proposes a new capture basin algorithm for computing the numerical solution of a class of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs)...
Alexandre M. Bayen, Christian G. Claudel, Patrick ...
: For an infinite-horizon optimal control problem, the cost does not, in general, converge. The classical work-around to this problem is to introduce a discount or "forgetting...
We consider the problem of computing the root-mean-square (RMS) gain of switched linear systems. We develop a new approach which is based on an attempt to characterize the "w...