OPTIMAL-CONTROL BY DYNAMIC-PROGRAMMING USING SYSTEMATIC REDUCTION IN GRID SIZE

被引:123
作者
LUUS, R
机构
[1] Department of Chemical Engineering, University of Toronto, Ontario
基金
加拿大自然科学与工程研究理事会;
关键词
Coarse Grid - Global Optimum;
D O I
10.1080/00207179008934113
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The use of dynamic programming to solve non-linear optimal control problems resistant to other methods is investigated. The proposed method utilizing a relatively coarse grid followed by systematic reduction in the grid size is shown to converge to the optimal solution in a reasonable number of iterations. The method is easy to program and the likelihood of obtaining the global optimum is very high if the initial grid is chosen to be sufficiently large. Computational results are presented for three systems to show that dynamic programming provides an attractive procedure when fast computers are available. © 1990 Taylor and Francis Group, LLC.
引用
收藏
页码:995 / 1013
页数:19
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