Use Of Haar wavelets To Solve Optimal Control Problem

Abstract

Optimal control is an important branch in mathematics that has been widely applied in a number of elds including engineering, science and economics. We aimed at nding the performance indicator in optimal control problem for the best control by solving a nonlinear partial di erential equation known as Hamilton Jacobi Bellman. In this project we established the e ciency, value addition and advantages of using Haar Wavelets in solving optimal control problem by looking at the fundamental of the optimal control theory then Hamilton Jacobi Bellman and nally application of Haar Wavelet method by solving some problems. Finally, we found out that with the Haar Wavelet function, we obtained very satisfactory exactness of the results even for a lower number of collocation points and that it was in deed of value addition in the computation of optimal control problems.