一个有效两阶段最优控制问题的算法

Two-Level Algorithm of Optimal Control on Dynamic Continuous Systems

讨论了一类动态连续系统的最优控制问题,提出了一种两级最优控制算法。该算法首先把原问题转化为参数最优控制问题,然后从参数最优控制问题的解集中挑出原问题的最优控制。建立了算法的理论基础,证明了算法的收敛性。仿真结果表明算法是有效的。

In this paper, a family of optimal controls on dynamic continuous systems is discussed, and a two-level optimal control algorithm is proposed. The original problem is firstly converted into a parametric optimal control problem, and the optimal control solution of the problem under consideration is then selected out from the solution sets of the parametric optimal control problem. The theoretical foundation of the algorithm is established and the convergence of the algorithm is proved. The simulation results show that the algorithm is effective.