A Numerical Technique for Optimal Control Problems with Initial Condition

Résumé du livre

The gradient technique is applicable to optimal control problems with initial conditions. The final value of the independent variable may be fixed or unknown. The method is based on an iterative procedure for determining the Lagrange multipliers associated with the terminal constraints. The method has the advantage of a rapid convergence rate as the solution is approached and allows for second or higher order corrections to the control variable history. (Author).