An ordinal optimization approach to optimal control problems

نویسندگان

  • Mei Deng
  • Yu-Chi Ho
چکیده

We introduce an ordinal optimization approach to the study of optimal control law design. As illustration of the methodology, we find the optimal feedback control law for a simple LQG problem without the benefit of theory. For the famous unsolved Witsenhausen problem (1968, SIAM J. Control, 6(1)), a solution that is 50% better than the Witsenhausen solution is found. ( 1999 Elsevier Science Ltd. All rights reserved.

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عنوان ژورنال:
  • Automatica

دوره 35  شماره 

صفحات  -

تاریخ انتشار 1999