2020
DOI: 10.1080/00207179.2020.1717633
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Consistent numerical methods for state and control constrained trajectory optimisation with parameter dependency

Abstract: This paper describes and proves the consistency of a flexible numerical method for producing solutions to state and control constrained control problems with parameter dependencies. This method allows for the use of a variety of underlying discretization schemes, which can be catered to differing numerical challenges of specific problems, such as rapid convergence or large parameter spaces. The paper first provides a broad formulation for optimal control problems with parameter dependencies which includes mult… Show more

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Cited by 5 publications
(16 citation statements)
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References 27 publications
(33 reference statements)
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“…In [19], the consistency of P M is proved. This is the property that if optimal solutions to Problem P M converge as the number of nodes M Ñ 8, they converge to feasible, optimal solutions of Problem P. See [19] for detailed proof and assumptions.…”
Section: A Uncertain Parameter Optimal Controlmentioning
confidence: 97%
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“…In [19], the consistency of P M is proved. This is the property that if optimal solutions to Problem P M converge as the number of nodes M Ñ 8, they converge to feasible, optimal solutions of Problem P. See [19] for detailed proof and assumptions.…”
Section: A Uncertain Parameter Optimal Controlmentioning
confidence: 97%
“…Proof: The convergence of tx M pt, θqu is given by [19], Lemmas 3.4, 3.5. The convergence of the sequence of solutions tλ M pt, θqu is guaranteed by the optimality of tu M u.…”
Section: B Main Theorem Proofmentioning
confidence: 99%
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