Title :
Iterative projection type method for linear-quadratic problems of optimal control
Author :
Srochko, V.A. ; Antonik, V.G.
Author_Institution :
Math. Fac., Irkutsk Univ., Irkutsk, Russia
Abstract :
Linear-quadratic problem with bounded control is considered from the positions of effective improvement procedures for numerical solving. The constructive functional increment formula is obtained and used for nonlocal improvement of admissible controls on the basis of projection operation. The final result is the iterative method which seems to be the sufficiently effective numerical procedure for the considered problem. Some convergence properties of the proposed method are analyzed.
Keywords :
iterative methods; linear quadratic control; bounded control; constructive functional increment formula; iterative projection type method; linear-quadratic problems; optimal control; Convergence; Gradient methods; Integral equations; Iterative methods; Optimal control; Symmetric matrices; Trajectory; Numerical methods; Optimal control;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
