Dynamic Programming via Convex Optimization
نویسنده
چکیده
It has long been known that a wide class of problems in optimal control can be stated as infinite-dimensional convex optimization problems, where the Bellman equation is relaxed to inequality. In this paper we continue our recent efforts to show how this formulation can be used for numerical computation of optimal cost functions and control laws. In particular, we discuss new forms of discretization that lead to reduced computational costs. The results are illustrated on a well known minimum time problem for a double integrator.
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تاریخ انتشار 1999