Dynamic Programming for Impulse Feedback and Fast Controls by Alexander B. Kurzhanski & Alexander N. Daryin

Author:Alexander B. Kurzhanski & Alexander N. Daryin
Language: eng
Format: epub
ISBN: 9781447174370
Publisher: Springer London

(5.60)

when there is no control and the trajectory under any disturbance v(t)

(5.61)

when the trajectory reaches the boundary , then follows condition , under an ordinary, non-impulsive control, despite the disturbance

(5.62)

which describes the direction of instantaneous jumps generated by impulses, whose size is determined through additional considerations, as at the end of Sect. 3.​4.​1.

Theorem 5.10

Problem 5.3 is solved by function that satisfies the HJBI equation (5.59)–(5.62) with boundary condition (see (3.​10)):

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