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A monotonic method for solving nonlinear optimal control problems with concave dependence on the state

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Date
2011
Link to item file
http://hal.archives-ouvertes.fr/hal-00335297/en/
Dewey
Probabilités et mathématiques appliquées
Sujet
Monotonic algorithms; nonlinear control; optimal control; non-convex optimization
Journal issue
International Journal of Control
Volume
84
Number
3
Publication date
2011
Article pages
551-562
Publisher
Taylor & Francis
DOI
http://dx.doi.org/10.1080/00207179.2011.562548
URI
https://basepub.dauphine.fr/handle/123456789/2986
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Salomon, Julien
Turinici, Gabriel
Type
Article accepté pour publication ou publié
Abstract (EN)
Initially introduced in the framework of quantum control, the so-called monotonic algorithms have shown excellent numerical results when dealing with various bilinear optimal control problems. This paper aims at presenting a unified formulation of such procedures and the intrinsic assumptions they require. In this framework, we prove the feasibility of the general algorithm. Finally, we explain how these assumptions can be relaxed.

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