A Generic Dynamic Programming Matlab Function

被引：414

作者：

Sundstrom, Olle ^{[1
]}

Guzzella, Lino ^{[1
]}

机构：

[1] ETH, Dept Mech & Proc Engn, CH-8092 Zurich, Switzerland

来源：

2009 IEEE CONTROL APPLICATIONS CCA & INTELLIGENT CONTROL (ISIC), VOLS 1-3 | 2009年

关键词：

MANAGEMENT;

D O I：

10.1109/CCA.2009.5281131

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper introduces a generic dynamic programming function for Matlab. This function solves discrete-time optimal-control problems using Bellman's dynamic programming algorithm. The function is implemented such that the user only needs to provide the objective function and the model equations. The function includes several options for solving optimal-control problems. The model equations can include several state variables and input variables. Furthermore, the model equations can be time-variant and include time-variant state and input constraints. The syntax of the function is explained using two examples. The first is the well-known Lotka-Volterra fishery problem and the second is a parallel hybrid-electric vehicle optimization problem.

引用

页码：1625 / 1630

页数：6

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