Title :
On the application of iterative dynamic programming to singular optimal control problems
Author_Institution :
Dept. of Chem. Eng., Toronto Univ., Ont., Canada
fDate :
11/1/1992 12:00:00 AM
Abstract :
The convergence properties of an iterative dynamic programming algorithm are examined by considering a singular optimal control problem involving five differential equations. Even with a relatively coarse grid, convergence to the optimal control policy is rapid. The procedure is easy to program, and the computations can be easily done on a personal computer
Keywords :
convergence; differential equations; dynamic programming; iterative methods; optimal control; coarse grid; convergence; differential equations; iterative dynamic programming; singular optimal control problems; Automatic control; Control system synthesis; Control systems; Convergence; Dynamic programming; Feedback amplifiers; Heuristic algorithms; Iterative algorithms; Optimal control; Poles and zeros;
Journal_Title :
Automatic Control, IEEE Transactions on
