Nonlinear optimal control: Numerical approximations via moments and LMI-relaxations
نویسندگان
چکیده
We consider the class of nonlinear optimal control problems with all data (differential equation, state and control constraints, cost) being polynomials. We provide a simple hierarchy of LMI-relaxations whose optimal values form a nondecreasing sequence of lower bounds on the optimal value. Preliminary results show that good approximations are obtained with few moments.
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