[HTML][HTML] The optimal homotopy analysis method for solving linear optimal control problems

W Jia, X He, L Guo - Applied Mathematical Modelling, 2017 - Elsevier
In this paper, an Optimal Homotopy Analysis Method (Optimal HAM) is applied to solve the
linear optimal control problems (OCPs), which have a quadratic performance index. This …

[HTML][HTML] An approximate-analytical solution for the Hamilton–Jacobi–Bellman equation via homotopy perturbation method

HS Nik, S Effati, M Shirazian - Applied Mathematical Modelling, 2012 - Elsevier
In this paper, we give an analytical-approximate solution for the Hamilton–Jacobi–Bellman
(HJB) equation arising in optimal control problems using He's polynomials based on …

[HTML][HTML] Application of variational iteration method for Hamilton–Jacobi–Bellman equations

B Kafash, A Delavarkhalafi, SM Karbassi - Applied Mathematical Modelling, 2013 - Elsevier
In this paper, we use the variational iteration method (VIM) for optimal control problems.
First, optimal control problems are transferred to Hamilton–Jacobi–Bellman (HJB) equation …

[PDF][PDF] A numerical approach for solving optimal control problems using the Boubaker polynomials expansion scheme

B Kafash, A Delavarkhalafi… - J. Interpolat. Approx. Sci …, 2014 - academia.edu
In this paper, we present a computational method for solving optimal control problems and
the controlled Duffing oscillator. This method is based on state parametrization. In fact, the …

Solution of linear optimal control systems by differential transform method

H Saberi Nik, S Effati, A Yildirim - Neural Computing and Applications, 2013 - Springer
In this paper, we obtain the approximate solutions for optimal control of linear systems,
which have a quadratic performance index. The differential transform method (DTM) is …

Spectral homotopy analysis method and its convergence for solving a class of nonlinear optimal control problems

H Saberi Nik, S Effati, SS Motsa, M Shirazian - Numerical Algorithms, 2014 - Springer
A combination of the hybrid spectral collocation technique and the homotopy analysis
method is used to construct an iteration algorithm for solving a class of nonlinear optimal …

[HTML][HTML] Modified homotopy perturbation method for optimal control problems using the Padé approximant

S Ganjefar, S Rezaei - Applied Mathematical Modelling, 2016 - Elsevier
In this study, we propose a hybrid method that combines the homotopy perturbation method
(HPM) and Padé technique to obtain the approximate analytic solution of the Hamilton …

A numerical solution for fractional linear quadratic optimal control problems via shifted Legendre polynomials

S Nezhadhosein, R Ghanbari… - International Journal of …, 2022 - Springer
This paper presents a numerical indirect method based on shifted Legendre polynomials for
solving fractional linear quadratic time-variant optimal control problems (FLQTVOCPs) in the …

A modified hybrid genetic algorithm for solving nonlinear optimal control problems

S Nezhadhosein, A Heydari… - … Problems in Engineering, 2015 - Wiley Online Library
Here, a two‐phase algorithm is proposed for solving bounded continuous‐time nonlinear
optimal control problems (NOCP). In each phase of the algorithm, a modified hybrid genetic …

A computational method for stochastic optimal control problems in financial mathematics

B Kafash, A Delavarkhalafi… - Asian Journal of …, 2016 - Wiley Online Library
Principle of optimality or dynamic programming leads to derivation of a partial differential
equation (PDE) for solving optimal control problems, namely the Hamilton‐Jacobi‐Bellman …