A NEW COMPUTATIONAL ALGORITHM FOR SOLVING OPTIMAL-CONTROL PROBLEMS

被引：1

作者：

NAGAHISA, Y ^{[1
]}

SAKAWA, Y ^{[1
]}

机构：

[1] OSAKA UNIV,FAC ENGN SCI,DEPT CONTROL ENGN,TOYONAKA,OSAKA 560,JAPAN

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 1990年 / 11卷 / 9-10期

关键词：

D O I：

10.1080/01630569108816415

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents a new algorithm for solving the optimal control problems with control constraint. The special feature of the algorithm lies in the fact that the function to be minimized is the Hamiltonian function plus some penalty terms for the variation of the control, and that the convexity assumption for the control domain is not needed. It is proved that the sequence of controls and states constructed by the algorithm satisfies the Pontryagin maximum principle asymptotically.

引用

页码：1019 / 1042

页数：24

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