DocumentCode
2403406
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
fYear
1992
fDate
1992
Firstpage
3586
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location
Tucson, AZ
Print_ISBN
0-7803-0872-7
Type
conf
DOI
10.1109/CDC.1992.371001
Filename
371001
Link To Document