Article View: sci.math.num-analysis
Article #186Re: Optimal control with nonquadratic control c
From: Suzanne Roat,Chevron,(510)242-53...
Date: Tue, 04 Aug 1992 14:38
Date: Tue, 04 Aug 1992 14:38
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1259 bytes
In article 1144@kepler1.rentec.com, andrew@rentec.com (Andrew Mullhaupt) writes: >Can someone give me a pointer to the literature on optimal control >with nonquadratic costs? An example problem is: > > minimize sum (x(t) - r(t))^2 + abs(v(t-1)) > t>0 > >subject to: > > x(t+1) = x(t) + v(t) + noise(t). > >(In the case where you get to replace abs(v) with v^2 the usual Kalman >Filter stuff applies...) > >Later, >Andrew Mullhaupt Bryson and Ho, _Applied Optimal Control: Optimization, Estimation, and Control_ I have the revised edition by Hemishpere Publishing Corporation, ISBN 0-89116-228-3 --- Suzanne Roat Phone: (510) 242-5313 Voice Chevron Research and Technology Company (510) 242-4647 FAX 100 Chevron Way Email: roat@rrc.chevron.com Richmond, CA 94802-0627
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Path: arc1-ca.pugleaf.net!sparky!uunet!lhdsy1!tarpon!roat From: roat@rrc.chevron.com (Suzanne Roat,Chevron,(510)242-5313) Newsgroups: sci.math.num-analysis Subject: Re: Optimal control with nonquadratic control c Message-ID: <5668@lhdsy1.lahabra.chevron.com> Date: 4 Aug 92 14:38:24 GMT References: <1144@kepler1.rentec.com> Sender: news@lhdsy1.lahabra.chevron.com Reply-To: roat@rrc.chevron.com Organization: Chevron, Richmond, California Lines: 28