A Multidimensional Fourier Approximation of Optimal Control Surfaces

arXiv2306.16569MaRDI QIDQ6441908FDOQ6441908

Christopher Griffin, Terry L. Friesz, Gabriel Nicolosi

Publication date: 28 June 2023

Abstract: This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control problem into an unconstrained optimization one is proposed and two problems are solved: a quadratic control problem in the context of Newtonian mechanics, and a control problem arising from an odd-circulant game ruled by the replicator dynamics. Various computational results are presented. Use of automatic differentiation is explored to circumvent the elaborated gradient computation in the first-order optimization procedure. Furthermore, mean square error bounds are derived for the case of one and two-dimensional Fourier series approximations, inducing a general bound for problems of $n$ dimensions.

This page was built for publication: A Multidimensional Fourier Approximation of Optimal Control Surfaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6441908)