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SOLVING INFINITE-HORIZON OPTIMAL CONTROL PROBLEMS USING THE HAAR WAVELET COLLOCATION METHOD

Part of: Numerical methods in Fourier analysis Existence theories

Published online by Cambridge University Press:  15 December 2014

ALIREZA NAZEMI  and
NEDA MAHMOUDY
ALIREZA NAZEMI*
Affiliation:
Department of Mathematics, School of Mathematical Sciences, University of Shahrood, PO Box 3619995161-316, Shahrood, Iran email nazemi20042003@yahoo.com
NEDA MAHMOUDY
Affiliation:
Department of Mathematics, Alzahra University, Tehran, Iran email nmahmoudy@yahoo.com
*
✉nazemi20042003@yahoo.com
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Abstract

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We consider infinite-horizon optimal control problems. The main idea is to convert the problem into an equivalent finite-horizon nonlinear optimal control problem. The resulting problem is then solved by means of a direct method using Haar wavelets. A local property of Haar wavelets is applied to simplify the calculation process. The accuracy of the present method is demonstrated by two illustrative examples.

Keywords

infinite horizonoptimal control problemHaar waveletnonlinear programming

MSC classification

Primary: 49J15: Optimal control problems involving ordinary differential equations
Secondary: 65T60: Wavelets 90C30: Nonlinear programming

Information

Type
Research Article
Information
The ANZIAM Journal , Volume 56 , Issue 2 , October 2014 , pp. 179 - 191
Copyright
Copyright © 2014 Australian Mathematical Society 

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