Optimization of nonlinear discrete systems with finite set of controls
type: Item
instance of: scholarly article
title: Optimization of nonlinear discrete systems with finite set of controls
zbMATH Open document ID: 0859.93036
author: D. V. Ofitserov
published in: Journal of Computer and Systems Sciences International
publication date: 1997-02-17T00:00:00Z
review text: A deterministic discrete optimal control problem of the form \[ J(u)= \sum^T_{t=1} f_t[y(t-1), u(t)]+ f[y(t)]\to\min, \] where the evolution is described by the equation \(y(t)= \Phi_t[y(t-1), u(t)]\), \(t=1,\dots,T\), \(y(0)\) is given and \(u(t)\) is chosen from a finite set of controls, is considered. Some additional constraints on states and controls are also presented. The author presents a general outline of the discrete \(\Psi\)-transformation method which consists in replacing the minimization of \(J\) by the minimization of a suitable continuous function on one real variable. Moreover, the realization of this method leads to an algorithm for dynamic discrete optimization. Numerical results for some problems of industrial planning (which were solved by using this algorithm) are given.
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93B17
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 49N99
zbMATH DE Number: 920969
zbMATH Keywords: discrete-time
zbMATH Keywords: optimal control
zbMATH Keywords: \(\Psi\)-transformation method
zbMATH Keywords: discrete optimization
reviewed by: Stanisław Migórski
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 920969