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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2016, Volume 56, Number 2, Pages 224–237
DOI: https://doi.org/10.7868/S0044466916020095
(Mi zvmmf10339)
 

This article is cited in 11 scientific papers (total in 11 papers)

Numerical methods for solving terminal optimal control problems

A. Yu. Gornov, A. I. Tyatyushkin, E. A. Finkelshtein

Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia
References:
Abstract: Numerical methods for solving optimal control problems with equality constraints at the right end of the trajectory are discussed. Algorithms for optimal control search are proposed that are based on the multimethod technique for finding an approximate solution of prescribed accuracy that satisfies terminal conditions. High accuracy is achieved by applying a second-order method analogous to Newton's method or Bellman's quasilinearization method. In the solution of problems with direct control constraints, the variation of the control is computed using a finite-dimensional approximation of an auxiliary problem, which is solved by applying linear programming methods.
Key words: numerical methods for optimal control problems, computational schemes, linearization algorithms, terminal functionals, finite-dimensional approximation.
Funding agency Grant number
Russian Foundation for Basic Research 15-07-03827_а
Received: 05.05.2015
English version:
Computational Mathematics and Mathematical Physics, 2016, Volume 56, Issue 2, Pages 221–234
DOI: https://doi.org/10.1134/S0965542516020093
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: A. Yu. Gornov, A. I. Tyatyushkin, E. A. Finkelshtein, “Numerical methods for solving terminal optimal control problems”, Zh. Vychisl. Mat. Mat. Fiz., 56:2 (2016), 224–237; Comput. Math. Math. Phys., 56:2 (2016), 221–234
Citation in format AMSBIB
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  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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