Abstract
This paper provides a numerical approach for solving optimal control
problems governed by ordinary differential equations. Continuous
extension of an explicit, fixed step-size Runge-Kutta scheme is used in
order to approximate state variables; moreover, the objective function
is discretized by means of Gaussian quadrature rules. The resulting
scheme represents a nonlinear programming problem, which can be solved
by optimization algorithms. With the aim to test the proposed method, it
is applied to different problems
Anno
2004
Autori IAC
Tipo pubblicazione
Altri Autori
Diele F.; Marangi C.; Ragni S.
Editore
Springer
Rivista
Lecture notes in computer science