IJPAM: Volume 55, No. 1 (2009)

SOLUTION OF OPTIMAL CONTROL PROBLEMS
VIA HAAR WAVELETS

Ülo Lepik
Institute of Mathematics
University of Tartu
2, Liivi, Tartu, 50409, ESTONIA
e-mail: [email protected]


Abstract.The Haar wavelet method is applied for solving constrained optimal control problems. The methodology of the proposed solution is demonstrated with the help of three examples. It follows from the computer simulation that only a small number of grid points is needed to obtain very satisfactory results.

Received: June 30, 2009

AMS Subject Classification: 34B05, 43K30, 65T99

Key Words and Phrases: Haar wavelets, optimal control, state and control inequality constraints

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2009
Volume: 55
Issue: 1