On the application of iterative dynamic programming to singular optimal control problems

The convergence properties of an iterative dynamic programming algorithm are examined by considering a singular optimal control problem involving five differential equations. Even with a relatively coarse grid, convergence to the optimal control policy is rapid. The procedure is easy to program, and...

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Veröffentlicht in:	IEEE transactions on automatic control 1992-11, Vol.37 (11), p.1802-1806
1. Verfasser:	Luus, R.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Automatic control Automation & Control Systems Computer science control theory systems Control system synthesis Control systems Control theory. Systems Convergence Dynamic programming Engineering Engineering, Electrical & Electronic Exact sciences and technology Feedback amplifiers Heuristic algorithms Iterative algorithms Optimal control Poles and zeros Science & Technology Technology
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Zusammenfassung:	The convergence properties of an iterative dynamic programming algorithm are examined by considering a singular optimal control problem involving five differential equations. Even with a relatively coarse grid, convergence to the optimal control policy is rapid. The procedure is easy to program, and the computations can be easily done on a personal computer.< >
ISSN:	0018-9286 1558-2523
DOI:	10.1109/9.173155