Optimal control with nonquadratic control costs

Thread View: sci.math.num-analysis

2 messages

[T] Back to Threads [V] Tree View [G] Group Articles

2 total messages Started by Andrew Mullhaupt Mon, 03 Aug 1992 14:59

#181

Author: Andrew Mullhaupt
Date: Mon, 03 Aug 1992 14:59

15 lines
755 bytes

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

Re: Optimal control with nonquadratic control c

#186

Author: Suzanne Roat,Chevron,(510)242-53...
Date: Tue, 04 Aug 1992 14:38

27 lines
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

Thread Navigation

This is a paginated view of messages in the thread with full content displayed inline.

Messages are displayed in chronological order, with the original post highlighted in green.

Use pagination controls to navigate through all messages in large threads.

Back to All Threads