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- Title
Transformed Legendre spectral method for solving infinite horizon optimal control problems.
- Authors
Shahini, M; Mehrpouya, M A
- Abstract
In this paper, an efficient computational method for numerical solution of infinite horizon optimal control problems is presented. In the proposed method, transformed Legendre spectral scheme is utilized to transcribe the problem to a mathematical programming problem which can be solved by the well-developed optimization algorithms. The main advantages of the present method are obtaining good results and high rate of convergence, while the infinite horizon problem is solved on the original time interval of the problem without transforming it to a finite one. Numerical results of three examples are presented and efficiency of the method is reported.
- Subjects
LEGENDRE'S functions; MATHEMATICAL programming; OPTIMAL control theory; TIME-domain analysis; MATHEMATICAL optimization
- Publication
IMA Journal of Mathematical Control & Information, 2018, Vol 35, Issue 2, p341
- ISSN
0265-0754
- Publication type
Article
- DOI
10.1093/imamci/dnw051