CONVERGENCE ANALYSIS OF A COMPUTATIONAL METHOD FOR TIME-LAG OPTIMAL-CONTROL PROBLEMS

被引:1
|
作者
WONG, KH
机构
[1] Department of Computational and Applied Mathematics, University of Witwatersrand, 1 Jan Smuts Avenue, P O Wits, Johannesburg,2050, South Africa
关键词
D O I
10.1080/00207728808964048
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We consider a class of non-linear time-lag optimal control problems. The class of admissible controls are taken to be the class of piecewise smooth functions. A control parameterization technique is used to approximate the optimal control problem by a sequence of optimal parameter selection problems. The solution of each of these approximate problems gives rise to a sub-optimal solution to the true optimal control problem in an obvious way. The error bound is derived for the sub-optimal costs and the true optimal cost. © 1988, Copyright Taylor & Francis Group, LLC.
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页码:1437 / 1450
页数:14
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