JAMP  Vol.4 No.10 , October 2016
Global Optimization for Solving Linear Non-Quadratic Optimal Control Problems
Abstract: This paper presents a global optimization approach to solving linear non-quadratic optimal control problems. The main work is to construct a differential flow for finding a global minimizer of the Hamiltonian function over a Euclid space. With the Pontryagin principle, the optimal control is characterized by a function of the adjoint variable and is obtained by solving a Hamiltonian differential boundary value problem. For computing an optimal control, an algorithm for numerical practice is given with the description of an example.
Cite this paper: Zhu, J. (2016) Global Optimization for Solving Linear Non-Quadratic Optimal Control Problems. Journal of Applied Mathematics and Physics, 4, 1859-1869. doi: 10.4236/jamp.2016.410188.

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