Author: Kazimierz MalanowskiPublisher:
ISBN:
Category :
Languages : en
Pages : 80
Book Description
Sensitivity Analysis for State Constrained Optimal Control Problems
Author: Kazimierz MalanowskiStability and Sensitivity Analysis for Optimal Control Problems with Control-state Constraints
Author: Kazimierz MalanowskiPublisher:
ISBN:
Category : Differential equations, Nonlinear
Languages : en
Pages : 51
Book Description
Sensitivity Analysis for Optimal Control Problems
Author: Kazimierz MalanowskiNumerical Methods for Constrained Optimal Control Problems
Author: Hartono HartonoPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 102
Book Description
In this thesis we consider numerical methods for solving state-constrained optimal control problems. There are two main focii in the research, i.e. state- constrained optimal open-loop and feedback control problems. For all cases, we reformulate the constrained optimal control problem to the unconstrained problem through a penalty method. The state-constraints which we discuss here are only in the form of inequalities but for both purely state-constraint and control-state constraint types. For solving state-constrained optimal open-loop control problems, we establish a power penalty method and analyze its convergence. This method is then implemented in MISER 3.3 to do some numerical tests. The results con rm that the method work very well. Furthermore, we use the power penalty method to discuss a sensitivity analysis. On the other hand, for solving state-constrained optimal feedback control problems we construct a new numerical algorithm. The algorithm based on upwind nite di erence scheme is iterated in order to increase the accuracy and speed of computation. In particular to address the curse of dimensionality, a special method for generating grid points in the domain is developed. Numerical experiment shows that the computational speed increases significantly with this modi ed method. Moreover, for further improvement in the accuracy the algorithm can be combined with Richardson Extrapolation Method.
Parametric sensitivity analysis for control-constrained optimal control problems governed partial differential equations
Author: Roland GriesseParametric sensitivity analysis for control-constrained optimal control problems governed by systems of parabolic partial differential equations
Author: Roland GriessePerturbations, Approximations, and Sensitivity Analysis of Optimal Control Systems
Author: A. L. DontchevPublisher: Springer
ISBN:
Category : Science
Languages : en
Pages : 170
Book Description
Devoted to current problems in sensitivity analysis of optimal control. Two topics are considered: well-posedness, i.e. continuation of the solutions; & estimation of variations in solutions of constrained optimal control problems resulting from various changes of the model.
Parametric Sensitivity Analysis for Control-constrained Optimal Control Problems Coverned by Systems of Parabolic Partial Differential Equations
Author: Roland GriesseOptimal Control of ODEs and DAEs
Author: Matthias GerdtsPublisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110797933
Category : Technology & Engineering
Languages : en
Pages : 570
Book Description
Author: Laurent Pfeiffer