Solving Optimal Control Problems by using Hermite polynomials

Document Type : Research Paper

Authors

1 Department of Applied Mathematics, Faculty of Mathematical Sciences, Payame Noor University, P. O. BOX 19395-3697, Tehran, Iran.

2 Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran.

Abstract

‎In this paper‎, ‎one numerical method is presented for numerical approximation of linear constrained optimal control problems with quadratic performance index‎. ‎The method with variable coefficients is based on Hermite polynomials‎. ‎The properties of Hermite polynomials with the operational matrices of derivative are used to reduce optimal control problems to the solution of linear algebraic equations‎. ‎Illustrative examples are included to demonstrate the validity and applicability of the technique‎.

Keywords

Computational Methods for Differential Equations
Volume 8, Issue 2
April 2020
Pages 314-329

Files

History

  • Receive Date: 10 October 2018
  • Revise Date: 25 February 2019
  • Accept Date: 03 March 2019

Share

How to cite

Statistics