Numerical methods for solving problems of optimal generalized control (Q1324057)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical methods for solving problems of optimal generalized control |
scientific article |
Statements
Numerical methods for solving problems of optimal generalized control (English)
0 references
24 July 1994
0 references
Systems described by \(n\) ordinary differential equations of the form \(\dot x= f(x, t)+ b(x, t)\dot u\); \(0\leq t\leq T\) are considered. The scalar control variable \(u\) is assumed to be of bounded variation. A performance criterion is to be minimized. Methods for numerical integration of the system equations are proposed. The problem is then transcribed into a nonlinear programming problem. The maximum principle is used for deriving necessary optimality conditions. A method of sequential approximations based on these conditions is described. The method is applied to control systems described by matrix Riccati-type differential equations.
0 references
optimal generalized control
0 references
performance criterion
0 references
nonlinear programming
0 references
maximum principle
0 references
method of sequential approximations
0 references
matrix Riccati-type differential equation
0 references