Solution of infinite horizon nonlinear optimal control problems by piecewise adomian decomposition method

Autor: Hassan Saberi Nik, Paulo Rebelo, Moosarreza Shamsyeh Zahedi
Jazyk: angličtina
Rok vydání: 2013
Předmět:
Zdroj: Mathematical Modelling and Analysis, Vol 18, Iss 4 (2013)
Druh dokumentu: article
ISSN: 13926292
1392-6292
1648-3510
DOI: 10.3846/13926292.2013.841598
Popis: In this paper, a Piecewise Adomian Decomposition Method (PADM) is used to obtain the analytical approximate solution for a class of infinite horizon nonlinear optimal control problems (OCPs). The method is a new modification of the standard ADM, in which it is treated as an algorithm in a sequence of small intervals (i.e. with small time step) for finding accurate approximate solutions to the corresponding OCPs. Applying the PADM, the nonlinear two-point boundary value problem (TPBVP), derived from the application of Pontryagin's maximum principle (PMP), is transformed into a sequence of linear time-invariant TPBVP's. Through the finite iterations of algorithm, a suboptimal control law is obtained for the nonlinear optimal control problem. Comparing the methodology with some known techniques shows that the present approach is powerful and reliable. It is remarkable accuracy properties are finally demonstrated by two examples.
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