A modified quasilinearization algorithm for the computation of optimal singular control

DOI10.1080/00207178008922884zbMath0465.49025OpenAlexW2068311141MaRDI QIDQ3917088

Boon Ping Yeo

Publication date: 1980

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178008922884

zbMATH Keywords

rate of convergencesmall perturbation parameterquasilinearization algorithmoptimal singular controlsnon-linear control variables

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10)

Related Items (7)

Quasilinearization and optimal control problems with a state inequality constraint ⋮ Optimal control by dynamic programming using systematic reduction in grid size ⋮ A two-step method for solving singular control problems ⋮ Numerical procedure for solving a class of singular optimal control problems ⋮ Numerical solution methods for singular control with multiple state dependent forms ⋮ Parametrization in nonlinear optimal control problems ⋮ Global optimization approach to nonlinear optimal control

Cites Work

• Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs
• The computation of optimal singular control
• Optimal initial choice of multipliers in the quasilinearization method for optimal control problems with bounded controls
• Application of a modified quasilinearization technique to totally singular optimal control problems
• An indirect numerical method for the solution of a class of optimal control problems with singular arcs

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