Applied Dynamic Programming for Optimization of Dynamical Systems
SIAM, Jul 1, 2005 - Mathematics - 259 pages
Based on the results of over 10 years of research and development by the authors, this book presents a broad cross section of dynamic programming (DP) techniques applied to the optimization of dynamical systems. The intention of the research effort was to develop a robust path planning/trajectory optimization tool that did not require an initial guess, partially met with a combination of DP and homotopy algorithms. DP algorithms are presented here with a theoretical development, and their successful application to a variety of practical engineering problems is emphasized. The organization of the book enables the reader to use DP algorithms before thoroughly comprehending the full theoretical development. Moreover, the applications of DP algorithms are easily adapted to the reader's own interests and problems. Illustrative examples that surround linear systems applications gradually introduce DP algorithm development, while design steps applied to case studies illustrate the ideas and principles behind DP algorithms.
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acceleration application beam brachistochrone problem cExu cExx CIxx computations constrained optimization constraint script convergence cost function Coulomb friction decision variables defined DP algorithm DP optimization DPIP method DPIP optimization Dynamic Programming effort with bounds equality constraints equations of motion example f(xj feedforward final fmincon given grid inequality constraints initial conditions initial guess input interior point method iterations Lagrange multipliers left plot linear mass MATLAB matrix minimize minimum effort mode shapes nonlinear numerical simulation results º qd open-loop control optimal control optimal control problems optimal trajectory param parameters PUMA recursive rest-to-rest maneuver right plot robot rotary jib crane RQP optimization Sandia National Laboratories script code script file shown in Fig solution solve spacecraft Step stiff time-optimal torque vector velocity weld xddt xdot xxdt ylabel zero zeroa