Our goal consists in providing an accurate numerical solution to optimal control problems with infinite time horizon. The procedure deals with a direct approach based on quadrature for the objective function discretization and explicit Runge-Kutta methods for the state variable approximation. The resulting algorithm performance is validated and compared with other approaches developed in the literature by solving a test model arising from the economic field.
Numerical solution of infinite-horizon optimal control problems based on quadrature and Runge-Kutta methods
RAGNI, Stefania
2005
Abstract
Our goal consists in providing an accurate numerical solution to optimal control problems with infinite time horizon. The procedure deals with a direct approach based on quadrature for the objective function discretization and explicit Runge-Kutta methods for the state variable approximation. The resulting algorithm performance is validated and compared with other approaches developed in the literature by solving a test model arising from the economic field.File in questo prodotto:
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