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Article information
2012 , Volume 17, ¹ 2, p.31-42
Gornov A.Y., Zarodnyuk T.S.
The method of stochastic coverage for optimal control problems
An algorithm for finding the global extremum in an optimal control problem, based on the idea of coverage of the reachable set with spheres of the same dimension, is considered. The proposed algorithm includes the method designed for generation of admissible stochastic controls, as well as embedded mechanisms for assessing the Lipschitz constant for the target functional. Results of computational experiments are presented.
[full text]
Keywords: optimal control problem, global extremum, method of coverings, Lipschitz global optimization
Author(s):
Gornov Aleksander Yurievich
Dr.
Position: Deputy Director on science
Office: Institute of system dynamics and control theory SB RAS
Address: 664033, Russia, Irkutsk, 134 Lermontova str.
Phone Office: (3952) 45 30 04
E-mail: gornov@icc.ru
Zarodnyuk Tatiana Sergeevna
PhD.
Office: Matrosov Institute for System Dynamics and Control Theory of SB RAS
Address: 664033, Russia, Irkutsk, Lermontov Str., 134
E-mail: tzarodnyuk@gmail.com
SPIN-code: 2042-5313
Bibliography link:
Gornov A.Y., Zarodnyuk T.S. The method of stochastic coverage for optimal control problems // Computational technologies. 2012. V. 17. ¹ 2. P. 31-42
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