Second order sufficient conditions and sensitivity analysis for optimal multiprocess control problems

• Autorzy: Augustin D. , Maurer H.
• Języki publikacji: EN

Abstrakty

EN

Second order sufficient optimality conditions (SSC) are derived for optimal multiprocess control problems. For that purpose the multiprocess control problem is transformed into a single stage control problem with augmented state variables which comprise the state variables of all individual stages as well as the switching times as choice variables. This toansformation allows to apply the known SSC for single stage control problems. A numerical test of SSC involves the solution of an associated Riccati equation together with boundary conditions adapted to the multiprocess. Sensitivity analysis of parametric multiprocess problems can be based on SSC. A numerical example of the optimal two-stage control of a robot illustrates both SSC and sensitivity analysis.

Słowa kluczowe

EN

multiprocess control systems; Riccati equations; robot control; second order sufficient conditions; sensitivity analysis

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2000
• Tom: Vol. 29, no 1
• Strony: 11--31
• Opis fizyczny: Bibliogr. 23 poz.,

Twórcy

autor

Augustin D.

autor

Maurer H.