Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
On Approaches for Solving Nonlinear Optimal Control Problems. / Boiko, Alina V.; Smirnov, Nikolay V.
Intelligent Distributed Computing XIII, IDC 2019. ed. / Igor Kotenko; Vasily Desnitsky; Costin Badica; Didier El Baz; Mirjana Ivanovic. Springer Nature, 2020. p. 183-188 (Studies in Computational Intelligence; Vol. 868).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
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TY - GEN
T1 - On Approaches for Solving Nonlinear Optimal Control Problems
AU - Boiko, Alina V.
AU - Smirnov, Nikolay V.
PY - 2020
Y1 - 2020
N2 - The paper discusses various approaches to solving nonlinear optimal control problems. Of all such approaches, we chose the two most characteristic. The first one uses sufficient conditions of optimality in the form of Hamilton–Jacobi–Bellman equations and the corresponding numerical method. The second is based on the reduction of optimal control problem to interval linear programming problem and finding a solution using the Gabasov’s adaptive method. The main goal is to compare the capabilities of these methods within a specific problem of optimal control. As an application, we consider the problem of constructing optimal control in a nonlinear model of macroeconomic growth with nonlinear dynamical constraints. Comparative analysis of these two approaches and corresponding numerical simulation are presented.
AB - The paper discusses various approaches to solving nonlinear optimal control problems. Of all such approaches, we chose the two most characteristic. The first one uses sufficient conditions of optimality in the form of Hamilton–Jacobi–Bellman equations and the corresponding numerical method. The second is based on the reduction of optimal control problem to interval linear programming problem and finding a solution using the Gabasov’s adaptive method. The main goal is to compare the capabilities of these methods within a specific problem of optimal control. As an application, we consider the problem of constructing optimal control in a nonlinear model of macroeconomic growth with nonlinear dynamical constraints. Comparative analysis of these two approaches and corresponding numerical simulation are presented.
KW - Dynamic programming method
KW - Gabasov’s adaptive method
KW - Optimal control
KW - Gabasov's adaptive method
UR - http://www.scopus.com/inward/record.url?scp=85075548830&partnerID=8YFLogxK
UR - http://www.mendeley.com/research/approaches-solving-nonlinear-optimal-control-problems
U2 - 10.1007/978-3-030-32258-8_21
DO - 10.1007/978-3-030-32258-8_21
M3 - Conference contribution
AN - SCOPUS:85075548830
SN - 9783030322571
T3 - Studies in Computational Intelligence
SP - 183
EP - 188
BT - Intelligent Distributed Computing XIII, IDC 2019
A2 - Kotenko, Igor
A2 - Desnitsky, Vasily
A2 - Badica, Costin
A2 - El Baz, Didier
A2 - Ivanovic, Mirjana
PB - Springer Nature
T2 - 13th International Symposium on Intelligent Distributed Computing, IDC 2019
Y2 - 7 October 2019 through 9 October 2019
ER -
ID: 49436775