MISER3:解决最优控制问题——一个更新

L.S. Jennings, M.E. Fisher, K.L. Teo, C.J. Goh
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引用次数: 69

摘要

动态优化问题经常出现在工程和管理科学的各个领域。先前两个版本的MISER软件用于解决约束最优控制问题,虽然在许多问题上证明是成功的,但确实存在一些缺点。本文对这些问题进行了概述,并对修正这些问题的数值分析进行了概述。该方法是一种控制参数化方法,将每个控制表示为简单基函数的线性组合,从而提高了计算效率。
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MISER3:Solving optimal control problems—an update

Dynamic optimization problems occur often in all fields of engineering and management science. The two previous versions of the MISER software for solving constrained optimal control problems, while proving successful on many problems, did have some drawbacks. These are outlined in this paper and the numerical analysis for correcting these problems is also outlined. The approach is one of control parameterization, expressing each control as a linear combination of simple basis functions which makes for efficiencies in the computation.

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