摘要
In this paper,a kind of continuous minimization method for solving optimal control problem which transforms the problem into solving the initial value problem of ordinary differential equations is presented so that some new algorithms for solving optimal control problem are obtained by constrcting suitable differential equations and choosing some numerical integration formulas, and prove the every accumulation point developed by the methods is a stationary control.We also point out that existing optimization algorithms for computing optimal control,in general,do not gauratee to converge to stationary control.At last,some numerical examples show the method is elective.
In this paper,a kind of continuous minimization method for solving optimal control problem which transforms the problem into solving the initial value problem of ordinary differential equations is presented so that some new algorithms for solving optimal control problem are obtained by constrcting suitable differential equations and choosing some numerical integration formulas, and prove the every accumulation point developed by the methods is a stationary control.We also point out that existing optimization algorithms for computing optimal control,in general,do not gauratee to converge to stationary control.At last,some numerical examples show the method is elective.
