• DocumentCode
    834287
  • Title

    On global convergence of an algorithm for optimal control

  • Author

    Sakawa, Y. ; Shindo, Yuji

  • Author_Institution
    Osaka University, Osaka, Japan
  • Volume
    25
  • Issue
    6
  • fYear
    1980
  • fDate
    12/1/1980 12:00:00 AM
  • Firstpage
    1149
  • Lastpage
    1153
  • Abstract
    This paper presents an algorithm for the solution of optimal control problems with constraints on the control, but without constraints on the trajectory or the terminal state. In this algorithm, reduction of a cost at each iteration is guaranteed. Global convergence conditions for the algorithm are investigated and an example is worked out.
  • Keywords
    Nonlinear systems, continuous-time; Optimal control; Control systems; Convergence of numerical methods; Cost function; Differential equations; Discrete time systems; Dynamic programming; Jacobian matrices; Optimal control; Tellurium;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102517
  • Filename
    1102517