...
首页> 外文期刊>Journal of Mathematical Finance >Legendre Approximation for Solving a Class of Nonlinear Optimal Control Problems
【24h】

Legendre Approximation for Solving a Class of Nonlinear Optimal Control Problems

机译:解一类非线性最优控制问题的勒让德逼近

获取原文
           

摘要

This paper introduces a numerical technique for solving a class of optimal control problems containing nonlinear dynamical system and functional of state variables. This numerical method consists of two major parts. In the first part, using linear combination property of intervals, we convert the nonlinear dynamical system into an equivalent linear system. And in the second part, which we are dealing with a linear dynamical system, using Legendre expansions for approximating both the state and associated control together with discretizing the constraints over the Chebyshev-Gauss-Lobatto points, the optimal control problem is transformed into a corresponding NLP problem which is diretly solved. The proposed idea is illustrated by several numerical examples.
机译:本文介绍了一种数值技术,用于解决一类包含非线性动力学系统和状态变量功能的最优控制问题。此数值方法包括两个主要部分。在第一部分中,利用区间的线性组合属性,将非线性动力系统转换为等效线性系统。在第二部分中,我们正在处理线性动力学系统,使用Legendre展开来近似状态和相关控制,并离散化Chebyshev-Gauss-Lobatto点的约束,将最优控制问题转化为相应的控制问题。 NLP问题得到了直接解决。几个数值示例说明了所提出的想法。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号