DocumentCode
803860
Title
An iterative procedure for solving convex optimal control problems
Author
Barnes, E.
Author_Institution
IBM T.J. Watson Research Center, Yorktown Heights, NY, USA
Volume
15
Issue
4
fYear
1970
fDate
8/1/1970 12:00:00 AM
Firstpage
513
Lastpage
514
Abstract
A doubly iterative procedure for computing optimal controls in linear systems with convex cost functionals is presented. The procedure is based on an algorithm due to Gilbert [3] for minimizing a quadratic form on a convex set. Each step of the procedure makes use of an algorithm due to Neustadt and Paiewonsky [1] to solve a strictly linear optimal control problem.
Keywords
Linear systems, time-varying continuous-time; Optimal control; Automatic control; Control systems; Cost function; Differential equations; Feedback control; Iterative algorithms; Linear systems; Nonlinear equations; Optimal control; Resonance;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1970.1099513
Filename
1099513
Link To Document