How to get and plot the surface of value function v(x,t), for an optimal control problem?

Saeb AmirAhmadi Chomachar @Saeb-Amirahmadi-Chomachar

17 April 2019 1 6K Report

please catch a glimpse on the pdf attached to this question, and let me know, how to plot the surface of value function v(x,u,t). Please also remind me what are the names of coordinate system on the plots attached, x?u?t?. I am interested to know the instructions to plot the surface of value function, for some typical optimal control problems. Thank You!

Richard Epenoy

Hi, I agree with Michael's answer. Normally, when solving optimal control problems via HJB technique (dynamic programming) the cost to go depends only on time and on the initial state as the control u is eliminated.

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