Edwin Murithi is young Kenyan born and brought up in Embu. He first graduated from the University of Nairobi on 2005 with a first class in Mathematics. Then in 2013 he graduated from the same University with an MBA in Finance. Edwin is seasoned auditor having being an Internal Auditor for over 10 years in the financial sector. His interest in and out of class is more in large data analysis.
Project Title: USE OF HAAR WAVELETS TO SOLVE OPTIMAL CONTROL PROBLEM.
Optimal control is an important branch in mathematics that has been widely applied in a number of fields including engineering, science and economics. We aimed at finding the performance indicator in optimal control problem for the best control by solving a nonlinear partial differential equation known as Hamilton Jacobi Bellman. In this project we established the 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 finally application of Haar Wavelet method by solving sample problems. Finally, we found out that with the Haar Wavelet function, we obtained very satisfactory results and that it was in deed of value addition in the computation of optimal control problems.