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  1. Journal of Optimization Theory and Applications
  2. Journal of Optimization Theory and Applications : Volume 143
  3. Journal of Optimization Theory and Applications : Volume 143, Issue 2, November 2009
  4. Wavelet Collocation Method for Optimal Control Problems
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Journal of Optimization Theory and Applications : Volume 173
Journal of Optimization Theory and Applications : Volume 172
Journal of Optimization Theory and Applications : Volume 171
Journal of Optimization Theory and Applications : Volume 170
Journal of Optimization Theory and Applications : Volume 169
Journal of Optimization Theory and Applications : Volume 168
Journal of Optimization Theory and Applications : Volume 167
Journal of Optimization Theory and Applications : Volume 166
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Journal of Optimization Theory and Applications : Volume 163
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Journal of Optimization Theory and Applications : Volume 161
Journal of Optimization Theory and Applications : Volume 160
Journal of Optimization Theory and Applications : Volume 159
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Journal of Optimization Theory and Applications : Volume 157
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Journal of Optimization Theory and Applications : Volume 145
Journal of Optimization Theory and Applications : Volume 144
Journal of Optimization Theory and Applications : Volume 143
Journal of Optimization Theory and Applications : Volume 143, Issue 3, December 2009
Journal of Optimization Theory and Applications : Volume 143, Issue 2, November 2009
Approximate Controllability of Second-Order Stochastic Distributed Implicit Functional Differential Systems with Infinite Delay
Approximate Solutions of Variational Inequalities on Sets of Common Fixed Points of a One-Parameter Semigroup of Nonexpansive Mappings
Wavelet Collocation Method for Optimal Control Problems
Penalty Approach to the HJB Equation Arising in European Stock Option Pricing with Proportional Transaction Costs
On Delay-Dependent Global Asymptotic Stability for Pendulum-Like Systems
Stochastic Second-Order Cone Programming in Mobile Ad Hoc Networks
Robust Stability and Stabilization of a Class of Nonlinear Switched Discrete-Time Systems with Time-Varying Delays
LMI Optimization Approach to Synchronization of Stochastic Delayed Discrete-Time Complex Networks
Stabilization of Singular Markovian Jump Systems with Discontinuities and Saturating Inputs
Global and Finite Convergence of a Generalized Newton Method for Absolute Value Equations
On the Expected Probability of Constraint Violation in Sampled Convex Programs
On Solvability of Convex Noncoercive Quadratic Programming Problems
Journal of Optimization Theory and Applications : Volume 143, Issue 1, October 2009
Journal of Optimization Theory and Applications : Volume 142
Journal of Optimization Theory and Applications : Volume 141
Journal of Optimization Theory and Applications : Volume 140
Journal of Optimization Theory and Applications : Volume 139
Journal of Optimization Theory and Applications : Volume 138
Journal of Optimization Theory and Applications : Volume 137
Journal of Optimization Theory and Applications : Volume 136
Journal of Optimization Theory and Applications : Volume 135
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Journal of Optimization Theory and Applications : Volume 130
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Journal of Optimization Theory and Applications : Volume 96
Journal of Optimization Theory and Applications : Volume 95
Journal of Optimization Theory and Applications : Volume 94
Journal of Optimization Theory and Applications : Volume 93
Journal of Optimization Theory and Applications : Volume 92

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Wavelet Collocation Method for Optimal Control Problems

Content Provider Springer Nature Link
Author Dai, R. Cochran, J. E.
Copyright Year 2009
Abstract A Haar wavelet technique is discussed as a method for discretizing the nonlinear system equations for optimal control problems. The technique is used to transform the state and control variables into nonlinear programming (NLP) parameters at collocation points. A nonlinear programming solver can then be used to solve optimal control problems that are rather general in form. Here, general Bolza optimal control problems with state and control constraints are considered. Examples of two kinds of optimal control problems, continuous and discrete, are solved. The results are compared to those obtained by using other collocation methods.
Starting Page 265
Ending Page 278
Page Count 14
File Format PDF
ISSN 00223239
Journal Journal of Optimization Theory and Applications
Volume Number 143
Issue Number 2
e-ISSN 15732878
Language English
Publisher Springer US
Publisher Date 2009-05-15
Publisher Place Boston
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Haar wavelet Collocation Discrete optimal control Nonlinear programming Operations Research/Decision Theory Engineering Applications of Mathematics Theory of Computation Optimization Calculus of Variations and Optimal Control; Optimization
Content Type Text
Resource Type Article
Subject Applied Mathematics Control and Optimization Management Science and Operations Research
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