On numeric solution of linear-quadratic optimal control problem by dual method

被引：0

作者：

A. V. Bulatov

V. F. Krotov

机构：

[1] Russian Academy of Sciences,Trapeznikov Institute of Control Sciences

来源：

Automation and Remote Control | 2009年 / 70卷

关键词：

02.30.Xx; 02.30.Yy; 02.60.Pn;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

An iterative numerical solution method is proposed for the general linear quadratic optimal control problem with phase constraints. The method is based on the extension principle. Realization features of the method are described for Matlab environment.

引用

页码：1089 / 1099

页数：10

共 50 条

[21] Parametric Regularization of the Functional in a Linear-quadratic Optimal Control Problem
Srochko, Vladimir A.
Arguchintsev, Alexander V.
BULLETIN OF IRKUTSK STATE UNIVERSITY-SERIES MATHEMATICS, 2024, 49 : 32 - 44
[22] An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon
Pickenhain, S.
Burtchen, A.
Kolo, K.
Lykina, V.
OPTIMIZATION, 2016, 65 (03) : 609 - 633
[23] Application of the small parameter method to the singularly perturbed linear-quadratic optimal control problem
Kalinin, A. I.
Lavrinovich, L. I.
AUTOMATION AND REMOTE CONTROL, 2016, 77 (05) : 751 - 763
[24] Application of the small parameter method to the singularly perturbed linear-quadratic optimal control problem
A. I. Kalinin
L. I. Lavrinovich
Automation and Remote Control, 2016, 77 : 751 - 763
[25] The optimal feedback control of the linear-quadratic control problem with a control inequality constraint
Mao, Yunying
Liu, Zeyi
2001, John Wiley and Sons Ltd (22)
[26] The optimal feedback control of the linear-quadratic control problem with a control inequality constraint
Mao, YY
Liu, ZY
OPTIMAL CONTROL APPLICATIONS & METHODS, 2001, 22 (02): : 95 - 109
[27] Revisit of Linear-Quadratic Optimal Control
M. Pachter
Journal of Optimization Theory and Applications, 2009, 140 : 301 - 314
[28] Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem
Baoline Chen
Peter A. Zadrozny
Computational Economics, 2003, 21 (1-2) : 45 - 64
[29] Revisit of Linear-Quadratic Optimal Control
Pachter, M.
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2009, 140 (02) : 301 - 314
[30] Method of support problem for solving a linear-quadratic problem of terminal control
Chernushevich, A.S., 1600, (52):

← 1 2 3 4 5 →