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受控系统带积分项的最优控制问题的控制参数化方法
CONTROL PARAMETRIZATION APPROACH FOR OPTIMAL CONTROL SYSTEMS GOVERNED BY DIFFERENTIAL EQUATIONS WITH INTEGRAL TERM
【摘要】 针对一类受控微分系统带积分项的最优控制问题,提出了一种控制参数化计算方法.将时间区间分成许多的小区间,在每一个小区间内,控制向量用一个逐段连续的常函数来逼近,最优控制问题相应地用一系列最优参数选择问题来逼近,而每个逼近问题可用有效的最优化方法求解.证明了算法的一系列收敛性结果,表明设计的算法是收敛的和有效的.
【Abstract】 A computational approach based on the control parametrization technique was developed for optimal control problems of dynamical systems described by differential equations with integral term.The method divides the time interval into several subinterval and the control variables are approximated by piecewise constant functions.Then,the optimal control problem is approximated by a series of corresponding optimal parameter selection problems which can be solved by many efficient optimization techniques.Some important convergence results of the proposed computational scheme are proved.
【Key words】 Integro-differential systems; optimal control; control parametrization; optimal parameter selection problem; convergence;
- 【文献出处】 系统科学与数学 ,Journal of Systems Science and Mathematical Sciences , 编辑部邮箱 ,2013年10期
- 【分类号】O232
- 【下载频次】71