| A Continuous Minimization Method for Solving Optimal Control Problem |
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| 作者姓名： | GU Rongzhong |
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| 作者单位： | Management Department，Hehai University，Nanjing 210024，P.R.China |
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| 摘 要： | ＡＣｏｎｔｉｎｕｏｕｓＭｉｎｉｍｉｚａｔｉｏｎＭｅｔｈｏｄｆｏｒＳｏｌｖｉｎｇＯｐｔｉｍａｌＣｏｎｔｒｏｌＰｒｏｂｌｅｍＡＣｏｎｔｉｎｕｏｕｓＭｉｎｉｍｉｚａｔｉｏｎＭｅｔｈｏｄｆｏｒＳｏｌｖｉｎｇＯｐｔｉｍａｌＣｏｎｔｒｏｌＰｒｏｂｌｅｍ￥ＧＵＲｏ...
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A Continuous Minimization Method for Solving Optimal Control Problem |
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| GU Rongzhong.A Continuous Minimization Method for Solving Optimal Control Problem[J].Journal of Systems Science and Systems Engineering,1994(4). |
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| Authors: | GU Rongzhong |
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| Abstract: | In this paper,a kind of continuous minimization method for solving optimal control problem which transforms the problem into solving the initial value problem of ordinary differential equations is presented so that some new algorithms for solving optimal control problem are obtained by constrcting suitable differential equations and choosing some numerical integration formulas, and prove the every accumulation point developed by the methods is a stationary control.We also point out that existing optimization algorithms for computing optimal control,in general,do not gauratee to converge to stationary control.At last,some numerical examples show the method is elective. |
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| Keywords: | Continuous Minimization Method Numerical Formula Stationary Control |
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