A unified computational approach to optimal control problems

書誌事項

A unified computational approach to optimal control problems

K.L. Teo, C.J. Goh, and K.H. Wong

(Pitman monographs and surveys in pure and applied mathematics, 55)

Longman Scientific and Technical , Wiley, 1991

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注記

Bibliography: p. 313-326

Includes index

内容説明・目次

内容説明

Using the concept of control parametrization, the optimal control problem is reduced to a mathematical programming problem and hence is solvable by existing efficient optimization software packages. This book is a rigorous expostion of the concept of control parametrization as a basis of solving various optimal control problems. All the algorithms are presented in a unified manner easily understood by the reader. Exercises are included to enhance the reader's understanding of the underlying theory and a wide range of optimal control problems are collected in the Appendix. The text could be used as a textbook for a course at senior undergraduate or graduate level. It can also serve as a reference text for applied scientists, graduate students, engineers, and managers using control and optimization.

目次

  • Mathematical background
  • elements of constrained mathematical programming
  • elements of optimal control theory
  • optimal parameter selection problems
  • optimal control problems in canonical form
  • optimal control problems involving linear systems
  • non-linear optimal control problems with functional inequality state constraints
  • optimal control problems with almost smooth controls
  • optimal control with a cost of changing control
  • discrete time optimal control problems
  • time-delayed optimal control problems.

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