ON THE APPLICATION OF ITERATIVE DYNAMIC-PROGRAMMING TO SINGULAR OPTIMAL-CONTROL PROBLEMS

被引：44

作者：

LUUS, R

机构：

[1] Department of Chemical Engineering, University of Toronto, Toront, Ontario

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1992年 / 37卷 / 11期

关键词：

D O I：

10.1109/9.173155

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The convergence properties of an iterative dynamic programming algorithm are examined by considering a singular optimal control problem involving five differential equations. Even with a relatively coarse grid, convergence to the optimal control policy is rapid. The procedure is easy to program, and the computations can be easily done on a personal computer.

引用

页码：1802 / 1806

页数：5

共 9 条

[1]

Bellman Richard, 1962, APPL DYNAMIC PROGRAM

[2]

Lapidus L., 1967, OPTIMAL CONTROL ENG

[3]

LUUS R, 1991, HUNG J IND CHEM, V19, P55

[4] OPTIMAL-CONTROL BY DYNAMIC-PROGRAMMING USING SYSTEMATIC REDUCTION IN GRID SIZE [J].