ABSTRACT

Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original schem

chapter Chapter 1|34 pages

Fundamental concepts

chapter Chapter 2|32 pages

Steady-state optimization

chapter Chapter 3|14 pages

Dynamic programming

chapter Chapter 4|10 pages

Iterative dynamic programming

chapter Chapter 5|8 pages

Allowable values for control

chapter Chapter 6|20 pages

Evaluation of parameters in IDP

chapter Chapter 7|20 pages

Piecewise linear control

chapter Chapter 8|10 pages

Time-delay systems

chapter Chapter 9|28 pages

Variable stage lengths

chapter Chapter 10|22 pages

Singular control problems

chapter Chapter 11|38 pages

State constraints

chapter Chapter 12|18 pages

Time optimal control

chapter Chapter 13|10 pages

Nonseparable problems

chapter Chapter 14|8 pages

Sensitivity considerations

chapter Chapter 15|10 pages

Toward practical optimal control