DocumentCode
700546
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
fYear
1997
fDate
1-7 July 1997
Firstpage
688
Lastpage
693
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082176
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