Implementation of gradient methods in optimal control problems
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Date
1980
Authors
Chiu Ll, Hu
Journal Title
Journal ISSN
Volume Title
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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
Description
Keywords
gradient methods , Optimal control problems