A computational procedure for suboptimal robust controls

DOI10.1007/BF02172220MaRDI QIDQ1200602zbMATH OpenOpenAlexFDO

Authors Volker Rehbock, Kok Lay Teo, Leslie S. Jennings

Publication date 16 January 1993

Published in Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02172220

zbMATH Keywords

differentiabilitygeneral nonlinear optimal control problemnonlinear problemsrobust controlsensitivity

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Numerical optimization and variational techniques (65K10) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Mathematical programming (90C99) Control/observation systems governed by ordinary differential equations (93C15)

Review text

This paper is devoted to the study of the sensitivity of the numerical solution of a general nonlinear optimal control problem with respect to both: the parameters \(\sigma\) of discretization of the problem and an uncertain parameter \(\alpha\) which influences the right-hand-side of the state equation, the initial state and the data of the Bolza-type performance index \(J\). The main result consists of a formula for the differential of the performance index \(G\) with respect to \(\sigma\), where \(G=\widetilde J+c\|\text{grad}_ \alpha \widetilde J\|^ 2\), \(c\) is a constant, and \(\widetilde J\) is the value of the original performance index \(J\) in the class of piecewise-constant approximations of admissible controls, defined by \(\sigma\). Two numerical examples are presented.

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Cites work

• Control parametrization: a unified approach to optimal control problems with general constraints
• scientific article; zbMATH DE number 50941 (Why is no real title available?)
• MISER3:Solving optimal control problems—an update
• New algorithms for unconstrained nonlinear optimal control problems

Cited in

(14)

• Robust optimization for nonlinear time-delay dynamical system of \textit{dha regulon} with cost sensitivity constraint in batch culture
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• Optimal feedback control for dynamic systems with state constraints: an exact penalty approach
• Performance index sensitivity of optimal control systems with uncertain parameters
• scientific article; zbMATH DE number 1132857 (Why is no real title available?)
• Multi-objective optimization of zero propellant spacecraft attitude maneuvers
• An approach to robust optimal control
• Multi-objective optimization of a nonlinear batch time-delay system with minimum system sensitivity
• An Efficient Method to Estimate the Suboptimality of Affine Controllers
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• A numerical method for an optimal control problem with minimum sensitivity on coefficient variation
• Dynamic optimization for robust path planning of horizontal oil wells
• Computational technique for robust dynamic optimization of fractional impulsive switched systems
• Robust optimal control of a microbial batch culture process

Describes a project that uses

Uses Software

• MISER3

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