This paper provides a numerical approach for solving optimal control problems governed by ordinary differential equations. Continuous extension of an explicit, fixed step-size Runge-Kutta scheme is used in order to approximate state variables; moreover, the objective function is discretized by means of Gaussian quadrature rules. The resulting scheme represents a nonlinear programming problem, which can be solved by optimization algorithms. With the aim to test the proposed method, it is applied to different problems.

Numerical methods based on Gaussian quadrature and continuous Runge-Kutta integration for optimal control problems

RAGNI, Stefania
2004

Abstract

This paper provides a numerical approach for solving optimal control problems governed by ordinary differential equations. Continuous extension of an explicit, fixed step-size Runge-Kutta scheme is used in order to approximate state variables; moreover, the objective function is discretized by means of Gaussian quadrature rules. The resulting scheme represents a nonlinear programming problem, which can be solved by optimization algorithms. With the aim to test the proposed method, it is applied to different problems.
2004
978-3-540-22056-5
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/2336466
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