A pseudospectral method for optimal control based on collocation at the Gauss points

descriptionPublicationkeyboard_double_arrow_right Article , Conference object 01 Dec 2018Publisher:IEEEJournal:2018 IEEE Conference on Decision and Control (CDC)

Authors: William W. Hager; Jun Liu 0025; Subhashree Mohapatra; Anil V. Rao; Xiang-Sheng Wang;

doi: 10.1109/cdc.2018.8618929

A pseudospectral method for optimal control based on collocation at the Gauss points

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Abstract

A Gauss collocation method is developed for solving optimal control problems with convex control constraints. The method has a local exponential convergence rate when the solution of the continuous problem is smooth and the Hamiltonian possesses a convexity property.

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