Algorithms for relaxed control problems with delay
作者:
G. S. VIRK,
期刊:
International Journal of Control
(Taylor Available online 1987)
卷期:
Volume 46,
issue 4
页码: 1267-1294
ISSN:0020-7179
年代: 1987
DOI:10.1080/00207178708933968
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Three convergent procedures are presented. These determine a minimizing point of a relaxed optimal control problem defined by delay-differential equations with the control restricted to a compact convex subset of ℝmIn the first of these procedures, a strong variational algorithm due to Virk (1985 a) is extended to relaxed controls. The second uses a steepest descent approach. It is shown that both these procedures generate accumulation controls satisfying first-order necessary conditions of optimality. In the third procedure, the relaxed controls generated at each iteration are approximated using ordinary controls. When this is done, we show that limit points satisfy optimality conditions to within delta. Numerical performances of all three algorithms are also presented.
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