APPLICATION OF ITERATIVE DYNAMIC PROGRAMMING TO OPTIMAL FEED-BACK CONTROL PROBLEM

Abstract

This paper presents a generalization of iterative dynamic programming using Luus-Jakola optimization procedure applied to the solution of optimal feed-back control for nonlinear deterministic systems. Iterative dynamic programming is realized. Efficiency of proposed method is tested on the software complex developed by the authors in C++; a model example of chemical process control is presented.

Keywords

• optimal control
• iterative dynamic programming
• global extremum
• nonlinear deterministic systems
• bioinspired methods
• random search