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Perturbation Methods in Optimal Control Problems

  • Alexander S. BuldaevEmail author
Chapter
Part of the Springer Optimization and Its Applications book series (SOIA, volume 39)

Summary

We propose a new numerical approach for polynomial and other nonlinear optimal control problems including problems with time delays. The approach is based on the procedure of perturbation of the conditions of nonlocal improvement and the conditions of control’s optimality. The suggested iterative perturbation methods possess characteristic nonlocal improvements of control, do not require parametric search of the improving approximations on each iteration, and have possibility for strong improvement of non-optimal controls satisfied to Pontryagin’s maximum principle.

Keywords:

control system improvement of control condition for improvement perturbation method 

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Buryat State UniversityUlan-UdeRussia

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