Optimal Control under a Dynamic Fuel Constraint
نویسندگان
چکیده
منابع مشابه
Optimal Control under a Dynamic Fuel Constraint
We present a new approach to solve optimal control problems of the monotone follower type. The key feature of our approach is that it allows to include an arbitrary dynamic fuel constraint. Instead of dynamic programming, we use the convexity of our cost functional to derive a first order characterization of optimal policies based on the Snell envelope of the objective functional’s gradient at ...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2005
ISSN: 0363-0129,1095-7138
DOI: 10.1137/040616966