Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya
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Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya, 2019, Volume 15, Issue 2, Pages 283–295
DOI: https://doi.org/10.21638/11701/spbu10.2019.211
(Mi vspui408)
 

This article is cited in 4 scientific papers (total in 4 papers)

Control processes

On numerical solution of the optimal control problem based on a method using the second variation of a trajectory

O. I. Drivotin

St. Petersburg State University, 7-9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation
Full-text PDF (320 kB) Citations (4)
References:
Abstract: A new approach for the numerical solution of the optimal control problem is presented. This approach is based on the parametrization of the control function and computation of the first and the second derivatives of the cost functional over parameters. Computation of the second derivatives is carried out using an integral representation for the second variation of the trajectory of a controlled dynamical system,which is obtained in this work and includes a tensor of the third rank. The proposed approach differs from the approach being used previously, in which the second derivatives of the cost functional are expressed through the matrix momenta. A numerical method based on the second variation of the trajectory can be effective in problems with a great number of parameters. Using the matrix momenta, one should integrate a system of differential equations, the number of which is quadratic in the number of parameters. In the present approach, the number of the equation to be integrated is determined only by the dimension of the phase space and can be sufficiently smaller.
Keywords: optimal control, controlled dynamical system, second variation, numerical methods of the second order.
Received: January 6, 2019
Accepted: March 15, 2019
Bibliographic databases:
Document Type: Article
UDC: 519.6:517.977
MSC: 49J15; 65K10
Language: Russian
Citation: O. I. Drivotin, “On numerical solution of the optimal control problem based on a method using the second variation of a trajectory”, Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 15:2 (2019), 283–295
Citation in format AMSBIB
\Bibitem{Dri19}
\by O.~I.~Drivotin
\paper On numerical solution of the optimal control problem based on a method using the second variation of a trajectory
\jour Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr.
\yr 2019
\vol 15
\issue 2
\pages 283--295
\mathnet{http://mi.mathnet.ru/vspui408}
\crossref{https://doi.org/10.21638/11701/spbu10.2019.211}
\elib{https://elibrary.ru/item.asp?id=38552373}
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  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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