Title :
A numerical method for discrete time optimal processes
Author :
Tsirlin, Anatoliy M. ; Kazakov, Vladimir A.
Author_Institution :
Program Syst. Inst., Acad. of Sci., Perejaslavl-Zalesky, Russia
Abstract :
The discrete time optimal control problem with recurrent constraints of different type is considered. An algorithm for solving this problem is described. This algorithm is based on successive approximation of the Bellman function in the neighborhood of the bearing trajectory. It is shown that it is sufficient to solve only one quadratic programming problem on each stage for finding the quadratic approximation of this function
Keywords :
discrete time systems; function approximation; numerical analysis; optimal control; quadratic programming; Bellman function; bearing trajectory; discrete time optimal control; function approximation; numerical method; quadratic programming; recurrent constraints; Approximation algorithms; Bismuth; Constraint theory; Dynamic programming; Functional programming; Lagrangian functions; Linear approximation; Optimal control; Quadratic programming;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371001
