Optimal Control by Iterative Dynamic Programming

摘要

In the determination of optimal control of nonlinear systems, numerical methods must he used since the problem cannot be solved analytically. Although there are numerous methods that can be used, the problem of establishing that the global optimum has been obtained still remains. The standard control vector iteration procedure based on Ponlryagin's maximum principle can be fail to yield the global optimum, For this reason, the use of dynamic programming is more attractive, especially due to the ability of this method in obtaining the global optimum. The efficiency of the method is strongly increased the use in iterative fashion with region contraction. The purpose of this work is to examine several important aspects of this method and the corresponding developments, as vell as a case study with an important practical significance, respectively ethanol production by fermentation.