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
Link To Document