JACOBI DISCRETE APPROXIMATION FOR SOLVING OPTIMAL CONTROL PROBLEMS

- Journal title : Journal of the Korean Mathematical Society
- Volume 49, Issue 1, 2012, pp.99-112
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/JKMS.2012.49.1.099

Title & Authors

JACOBI DISCRETE APPROXIMATION FOR SOLVING OPTIMAL CONTROL PROBLEMS

El-Kady, Mamdouh;

El-Kady, Mamdouh;

Abstract

This paper attempts to present a numerical method for solving optimal control problems. The method is based upon constructing the n-th degree Jacobi polynomials to approximate the control vector and use differentiation matrix to approximate derivative term in the state system. The system dynamics are then converted into system of algebraic equations and hence the optimal control problem is reduced to constrained optimization problem. Numerical examples illustrate the robustness, accuracy and efficiency of the proposed method.

Keywords

Jacobi polynomials;differentiation and integration matrices;optimal control problem;

Language

English

Cited by

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