Akbar Banitalebi and Mohd Ismail Abd Aziz and Rohanin Ahmad
A Direct Probabilistic Optimization Method for Constrained Optimal Control Problem
811 - 816
2013
7
5
International Journal of Mathematical and Computational Sciences
https://publications.waset.org/pdf/16738
https://publications.waset.org/vol/77
World Academy of Science, Engineering and Technology
A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control
parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.
Open Science Index 77, 2013