hw55 - MAE 288A Assignment 5/Take-Home Final Due Wednesday...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: MAE 288A Assignment 5/Take-Home Final Due Wednesday, 9 Dec., 2009 Note: You may find it helpful to write code in order to solve some of these problems. You may work in Matlab, C, C++, Java, Fortran, Maple, or Mathematica. Please include copies of any codes used. 1. (10) Consider the optimal control problem of exit type given by dy- namics ˙ ξ t = u t , ξ = x ∈ ( − 1 , 1) , payoff J ( x ; u · ) = integraldisplay τ ρ + ( u 2 t / 2) dt, and value V ( x ) = inf u ∈U J ( x ; u · ) , where ρ = 1, τ = inf { t ≥ | ξ t negationslash∈ ( − 1 , 1) } , and U is the set of L 2 controls taking values in U = IR , as indicated in class. Construct the grid-based numerical scheme as discussed in class to numerically obtain the value function. You will need to be a bit careful about the time and space step-sizes in order to ensure the you obtain a reasonable solution approximation. Use at least 21 grid points over [ − 1 , 1]. You do not need to take limits as time and space step sizes converge to zero.do not need to take limits as time and space step sizes converge to zero....
View Full Document

This note was uploaded on 08/02/2010 for the course MAE 288 taught by Professor Mceneaney,w during the Spring '10 term at UCSD.

Page1 / 2

hw55 - MAE 288A Assignment 5/Take-Home Final Due Wednesday...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online