Modelling for optimal control systems. A tutorial review (Q1907991)

This interesting exposition does not only survey and compare the main approaches to optimal control problems but discusses also the role of appropriate modelling in this context. After a short introduction to control problems the formalization of optimization problems is discussed in some detail, including the role of control and state constraints. An overview on solution methods for optimal control problems is given focusing on the maximum principle and dynamic programming, and the main approaches are illustrated by numerical examples from various areas of applications. Parameter optimization is discussed from the point of view of control applications and a comparison of methods and programs is given based on numerical experiences. Returning to modelling, some emphasis is devoted to indicating how appropriate choice or transformation of variables can be used to set up a mathematical model which is well suited for numerical treatment and yet reflects all demands from application. The paper reflects the comprehensive experience of the author with all aspects of engineering oriented modelling and optimization.