Title :
A new algorithm for computing optimal control of discrete-time systems
Author_Institution :
Dept. of Syst. Eng., Osaka Univ., Japan
Abstract :
This paper presents simple algorithm for solving the optimal control problems of discrete-time systems with constraints on control. In this algorithm, monotonous reduction of cost values at each iteration is guaranteed. It is proved that the converged control satisfies the Pontryagin type necessary conditions for optimality under some conditions.<>
Keywords :
cost optimal control; discrete time systems; maximum principle; Pontryagin type necessary conditions; discrete-time systems; monotonous cost value reduction; optimal control; Control systems; Cost function; Difference equations; Large-scale systems; Mathematical programming; Optimal control; Systems engineering and theory;
Conference_Titel :
TENCON '93. Proceedings. Computer, Communication, Control and Power Engineering.1993 IEEE Region 10 Conference on
Conference_Location :
Beijing, China
Print_ISBN :
0-7803-1233-3
DOI :
10.1109/TENCON.1993.320450
