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  • 1
    ISSN: 1573-2878
    Keywords: Optimal control ; delay-differential equations ; continuous inequality state constraints ; terminal inequality state constraints ; terminal equality state constraints ; control parametrization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A computational algorithm for solving a class of optimal control problems involving terminal and continuous state constraints of inequality type was developed in Ref. 1. In this paper, we extend the results of Ref. 1 to a more general class of constrained time-delayed optimal control problems, which involves terminal state equality constraints as well as terminal state inequality constraints and continuous state constraints. Two examples have been solved to illustrate the efficiency of the method.
    Type of Medium: Electronic Resource
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  • 2
    ISSN: 1573-2878
    Keywords: Optimal control ; infinite horizon ; nonlinear-quadratic regulator problem ; linear state feedback ; approximate problems ; gradient-flow based algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, an approach is proposed for solving a nonlinear-quadratic optimal regulator problem with linear static state feedback and infinite planning horizon. For such a problem, approximate problems are introduced and considered, which are obtained by combining a finite-horizon problem with an infinite-horizon linear problem in a certain way. A gradient-flow based algorithm is derived for these approximate problems. It is shown that an optimal solution to the original problem can be found as the limit of a sequence of solutions to the approximate problems. Several important properties are obtained. For illustration, two numerical examples are presented.
    Type of Medium: Electronic Resource
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