A Computational Method for Sub-Optimal Control by Linear-Programming

A Method for Solving Optimal Control Problems Using Genetic Programming

This paper deals with a novel method for solving optimal control problems based on genetic programming. This approach produces some trial solutions and seeks the best of them. If the solution cannot be expressed in a closed analytical form then our method produces an approximation with a controlled level of accuracy. Using numerical examples, we will demonstrate how to use the results.

A Computational Method for Solving Optimal Control Problems and Their Applications

In order to obtain a solution to an optimal control problem‎, ‎a numerical technique based on state-control parameterization method is presented‎. ‎This method can be facilitated by the computation of performance index and state equation via approximating the control and state variable as a function of time‎. ‎Several numerical examples are presented to confirm the analytical findings and illus...

Computational behavior of a feasible direction method for linear programming

We discuss a finite method of feasible directions for linear programs. The method begins with a BFS (basic feasible solution) and constructs a profitable direction by combining the updated columns of several nonbasic variables eligible to enter. Moving in this direction as far as possible, while retaining feasibility, leads to a point which is not in general a basic solution of the original pro...

Computational Method for Nonlinear Stochastic Optimal Control

Nonlinear stochastic optimal control problems are treated that are nonlinear in the state dynamics, but are linear in the control. The cost functional is a general function of the state, but the costs are quadratic in the control. The system is subject random fluctuations due to discontinuous Poisson noise that depends on both the state and control, as well as due to discontinuous Gaussian nois...

A Computational Method for Solving Optimal Control Problem of Time-varying Singular Systems Using the Haar Wavelets