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On solving optimal control problems with free initial condition using iterative dynamic programming
Author(s) -
Mekarapiruk Wichaya,
Luus Rein
Publication year - 2001
Publication title -
the canadian journal of chemical engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.404
H-Index - 67
eISSN - 1939-019X
pISSN - 0008-4034
DOI - 10.1002/cjce.5450790512
Subject(s) - dynamic programming , optimal control , mathematical optimization , control (management) , state (computer science) , control theory (sociology) , computer science , nonlinear programming , iterative method , control variable , nonlinear system , mathematics , algorithm , statistics , physics , quantum mechanics , artificial intelligence
For solving optimal control problems where the initial conditions of some of the state variables are not specified, a procedure based on iterative dynamic programming (IDP) is presented. In this procedure, the free initial conditions are taken to be additional control variables for the first time stage only; then the search for the optimal initial conditions and also the optimal control policy is carried out simultaneously using IDP. The procedure is straightforward, and as illustrated with two nonlinear optimal control problems, for each case the optimum performance index is readily obtained.