A sparse collocation method for solving time-dependent HJB equations using multivariate B-splines

This paper presents a sparse collocation method for solving the time-dependent Hamilton–Jacobi–Bellman (HJB) equation associated with the continuous-time optimal control problem on a fixed, finite timehorizon with integral cost functional. Through casting the problem in a recursive framework using the value iteration procedure, the value...

An optimal control framework for estimating autopilot safety margins

This paper presents an optimal control framework to determine a collection of open-loop command signals that mathematically guarantees operation of an aircraft within certain prescribed state constraints. The framework is specifically applied to estimate margins for the reference command inputs of aircraft autopilot systems, so that safe...