Abstract
Using Ritz's procedure of representing the control functions of an optimal control problem by a function series with parameters to be optimized, it is shown that, from the well-known gradient procedure for dynamic problems, a simple iteration formula for the optimization of these parameters can be derived. Using an example with a technical background, the effectiveness of the program realization of this approach is demonstrated and is compared with the results of unrestricted dynamic optimization.
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Communicated by R. Sargent
This work was performed at the Technische Hochschule in Darmstadt, West Germany, with financial support from the DFG (Deutsche Forschungs-Gemeinschaft).
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Asselmeyer, B. Optimal control for nonlinear systems calculated with small computers. J Optim Theory Appl 45, 533–543 (1985). https://doi.org/10.1007/BF00939133
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DOI: https://doi.org/10.1007/BF00939133