Implementation of gradient methods in optimal control problems

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Date
1980
Authors
Chiu Ll, Hu
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Abstract
In this exercises, we will solve the optimal control problem given by subject to x• = f'(x, u, t), x(to) =SO • We will first solve the above optimal control problem with a quadratic cost functional for a linear case.. We will then reduce a partial differential equation and solve the resulting optimal systems control . We will also give and illustrative example of' an optimal control problem governed by linear retarded functional differential equations. We will then solve other optimal control problems where. the cost functional is not necessarily quardratic and where the control variable, u(t) may be bounded, using the steepest descent method. Finally, we give examples on the application of the optimal control systems
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Keywords
gradient methods , Optimal control problems
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