Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min–max optimal control problems with uncertainty

DOI10.1080/00207179.2017.1293297zbMath1397.49035OpenAlexW2587997978MaRDI QIDQ4584794

Z. Nikooeinejad, Ali Delavarkhalafi, Mohammad Heydari

Publication date: 4 September 2018

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

Full work available at URL: https://doi.org/10.1080/00207179.2017.1293297

zbMATH Keywords

uncertain systemsgeneralised Euler-Lagrange equationsmin-max optimal solutionshifted Jacobi pseudospectral method

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Optimality conditions for minimax problems (49K35)

Related Items (6)

Numerical solution of two-point BVPs in infinite-horizon optimal control theory: a combined quasilinearization method with exponential Bernstein functions ⋮ A numerical iterative method for solving two-point BVPs in infinite-horizon nonzero-sum differential games: economic applications ⋮ Unnamed Item ⋮ A numerical treatment based on Bernoulli Tau method for computing the open-loop Nash equilibrium in nonlinear differential games ⋮ Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion ⋮ Energy maximising robust control for spectral and pseudospectral methods with application to wave energy systems

Uses Software

• bvp4c
• SOCS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A shifted Jacobi-Gauss-Lobatto collocation method for solving nonlinear fractional Langevin equation involving two fractional orders in different intervals
• Chebyshev-Legendre pseudo-spectral method for the generalised Burgers-Fisher equation
• Chebyshev polynomials for solving two dimensional linear and nonlinear integral equations of the second kind
• On shifted Jacobi spectral method for high-order multi-point boundary value problems
• Min-max optimal control of linear systems with uncertainty and terminal state constraints
• An iterative adaptive dynamic programming method for solving a class of nonlinear zero-sum differential games
• Control systems theory with engineering applications
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach
• Robust time-optimal control of constrained linear systems
• On shooting methods for boundary value problems
• Generalisation of Euler–Lagrange equations to find min–max optimal solution of uncertain systems
• Spectral Methods
• Practical Methods for Optimal Control and Estimation Using Nonlinear Programming
• Minmax control of systems with uncertainty in the intial state and in the state equations
• Min-max feedback model predictive control for constrained linear systems
• Control of Constrained Discrete-Time Systems With Bounded $\ell_{2}$ Gain
• Min-max control of constrained uncertain discrete-time linear systems
• Robust Dynamic Programming for Min–Max Model Predictive Control of Constrained Uncertain Systems
• Constrained Stochastic LQC: A Tractable Approach
• The Explicit Constrained Min-Max Model Predictive Control of a Discrete-Time Linear System With Uncertain Disturbances
• Two numerical techniques to solve differential game problems †
• Minimax Optimal Control

This page was built for publication: Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min–max optimal control problems with uncertainty