کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5100004 | 1377069 | 2006 | 25 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Optimal time aggregation of infinite horizon control problems
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
کنترل و بهینه سازی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
This paper proposes a novel method that enhances numerical approximation of infinite horizon optimal control problems. For direct numerical optimization, a continuous-time infinite horizon model needs to be first recast as a discrete-time, finite-horizon control problem. The very transformation itself may significantly degrade the quality of the optimization results, if due care is not taken to preserve the salient features in the original model. Mercenier and Michel (1994. Econometrica 62, 635-656, 2001. Journal of Economic Dynamics and Control 25, 1179-1191), for instance, propose time aggregation methods that minimize approximation errors at the steady-state. Using their scheme, we show that overall optimization performance can be further improved if the discretization of the transient phase is optimal as well. Three sample problems are numerically solved to demonstrate the potential benefits.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Economic Dynamics and Control - Volume 30, Issue 4, April 2006, Pages 569-593
Journal: Journal of Economic Dynamics and Control - Volume 30, Issue 4, April 2006, Pages 569-593
نویسندگان
Nedim M. Alemdar, Sibel Sirakaya, Farhad Hüsseinov,