Title :
On global convergence of an algorithm for optimal control
Author :
Sakawa, Y. ; Shindo, Yuji
Author_Institution :
Osaka University, Osaka, Japan
fDate :
12/1/1980 12:00:00 AM
Abstract :
This paper presents an algorithm for the solution of optimal control problems with constraints on the control, but without constraints on the trajectory or the terminal state. In this algorithm, reduction of a cost at each iteration is guaranteed. Global convergence conditions for the algorithm are investigated and an example is worked out.
Keywords :
Nonlinear systems, continuous-time; Optimal control; Control systems; Convergence of numerical methods; Cost function; Differential equations; Discrete time systems; Dynamic programming; Jacobian matrices; Optimal control; Tellurium;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102517
