Title :
An iterative procedure for solving convex optimal control problems
Author_Institution :
IBM T.J. Watson Research Center, Yorktown Heights, NY, USA
fDate :
8/1/1970 12:00:00 AM
Abstract :
A doubly iterative procedure for computing optimal controls in linear systems with convex cost functionals is presented. The procedure is based on an algorithm due to Gilbert [3] for minimizing a quadratic form on a convex set. Each step of the procedure makes use of an algorithm due to Neustadt and Paiewonsky [1] to solve a strictly linear optimal control problem.
Keywords :
Linear systems, time-varying continuous-time; Optimal control; Automatic control; Control systems; Cost function; Differential equations; Feedback control; Iterative algorithms; Linear systems; Nonlinear equations; Optimal control; Resonance;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1970.1099513
