A Consistent Numerical Approach to a Class of Optimal Control Processes Governed by Volterra Integro-Differential Equations

Vadim Azhmyakov, Erik I. Verriest, Camilo Londono, Raymundo Juarez Del Toro

Resultado de la investigación: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

Resumen

This paper is devoted to the numerical analysis of the recently obtained theoretic results for a class of optimal control processes governed by Volterra integro-differential equations (see [5]). Using the specific structure of the delayed Volterra integro-differential equations under consideration, we reduce the initially given Optimal Control Problem (OCP) to a numerically tractable separate convex-concave program. This reduction involves optimization techniques in real Hilbert spaces and makes it possible to apply the first-order solution algorithms to the sophisticated Volterra type OCPs. We next consider the celebrated Armijo gradient method for the purpose of a concrete computation and establish the numerical consistency of the resulting algorithm. Finally, we consider an illustrative example.

Idioma originalInglés
Título de la publicación alojada2020 59th IEEE Conference on Decision and Control, CDC 2020
EditorialInstitute of Electrical and Electronics Engineers Inc.
Páginas2362-2367
Número de páginas6
ISBN (versión digital)9781728174471
DOI
EstadoPublicada - 14 dic 2020
Evento59th IEEE Conference on Decision and Control, CDC 2020 - Virtual, Jeju Island, República de Corea
Duración: 14 dic 202018 dic 2020

Serie de la publicación

NombreProceedings of the IEEE Conference on Decision and Control
Volumen2020-December
ISSN (versión impresa)0743-1546

Conferencia

Conferencia59th IEEE Conference on Decision and Control, CDC 2020
PaísRepública de Corea
CiudadVirtual, Jeju Island
Período14/12/2018/12/20

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