Application of Dynamic Programming to Singular Optimal Control Problems

@article{Luus1990ApplicationOD,
  title={Application of Dynamic Programming to Singular Optimal Control Problems},
  author={Rein Luus},
  journal={1990 American Control Conference},
  year={1990},
  pages={2932-2937}
}
  • Rein Luus
  • Published 1990 in 1990 American Control Conference
The difficulty in obtaining the optimal control policy, where singular subarcs appear when Pontryagin's Maximum Principle is applied, does not arise if dynamic programming is used. To apply dynamic programming, a relatively coarse grid is used for the state variables and only a small number of allowable values of control are taken at each time stage. The grid and the range for allowable control are contracted after every iteration to provide an accurate control policy after a sufficient number… CONTINUE READING