Problems And Methods Of Optimal Control
Download and Read Problems And Methods Of Optimal Control full books in PDF, ePUB, and Kindle. Read online free Problems And Methods Of Optimal Control ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Numerical Methods for Optimal Control Problems with State Constraints
Author | : Radoslaw Pytlak |
Publisher | : Springer Science & Business Media |
Total Pages | : 244 |
Release | : 1999-08-19 |
Genre | : Science |
ISBN | : 9783540662143 |
Download Numerical Methods for Optimal Control Problems with State Constraints Book in PDF, Epub and Kindle
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.