Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
Schrodinger Equations Constructing Approximate Solutions to Infinite-Horizon Optimal Regulators(Theory)
Yuki NishimuraKanya TanakaYuji WakasaYuh Yamashita
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2011 Volume 21 Issue 3 Pages 197-209

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Abstract
Pontryagin formalized optimal control problems as canonical systems, which are concepts from analytic mechanics. Recently, a canonical quantization method for optimal control problems was proposed. In this paper, we derive a sufficient condition that particular solutions to the canonical quantized optimal regulator problems converge to strict solutions to the original optimal control problems with infinite-time horizons. Further, we discuss possibility that the canonical quantization method yields useful approximate methods for nonlinear optimal regulator problems.
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© 2011 The Japan Society for Industrial and Applied Mathematics
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