A Numerical Method for Solving Optimal Control Problems

被引：0
|
作者：
Topchishvili, A. [1 ]
Jibladze, N. [1 ]
机构：
[1] Arbeit & Bildung eV, D-35039 Marburg, Germany
来源：
PROCEEDINGS OF THE 23RD INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2005 | 2005年
关键词：
Optimal control; space; reduction; gravitation centers method;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
A numerical method is developed for solving optimal control problems. There is realized an approach, so that an infinite-dimensional optimization problem is reduced to a finite-dimensional one, which is solved by a nonlinear programming method - the gravitation centers method (GCM). By applying GCM we find an optimal control, which can be of an arbitrary structure. We can solve two-point boundary value problems by applying algorithmic tools of random sampling. At the same time with GCM we obtain an optimal solution with an admissible accuracy and minimal consumption of computer time. A numerical example illustrates the efficiency of the developed method for optimal control problems.
引用
收藏
页码：396 / 401
页数：6
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