DISCRETE-TIME OPTIMAL-CONTROL PROBLEMS WITH GENERAL CONSTRAINTS

被引：4

作者：

FISHER, ME ^{[1
]}

JENNINGS, LS ^{[1
]}

机构：

[1] UNIV WESTERN AUSTRALIA,DEPT MATH,NEDLANDS,WA 6009,AUSTRALIA

来源：

ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1992年 / 18卷 / 04期

关键词：

ALGORITHMS; PERFORMANCE; THEORY; DIFFERENCE EQUATIONS; DISCRETE-TIME; OPTIMAL CONTROL;

D O I：

10.1145/138351.138356

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

This paper presents a computational procedure for solving combined discrete-time optimal control and optimal parameter selection problems subject to general constraints. The approach adopted is to convert the problem into a nonlinear programming problem which can be solved using standard optimization software. The main features of the procedure are the way the controls are parametrized and the conversion of all constraints into a standard form suitable for computation. The software is available commercially as a FORTRAN program DMISER3 together with a companion program MISER3 for solving continuous-time problems.

引用

页码：401 / 413

页数：13

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