A Constrained Optimal Control Program in APL.
This note formulates a dynamic control model which optimizes a quadratic objective functional subject to linear constraints and solves in APL. Besides giving the optimal objective function value, the APL program computes values of the gain matrices, the Riccati equations, the state variables and the control variables. The power, compactness and flexibility of the APL program are undoubted when compared with other software. The most useful result of the exercise is that the APL program can be easily modified to the exact requirements of the individual researcher, faculty member, consultant and student. Citation Copyright 1993 by Kluwer Academic Publishers.
Year of publication: |
1993
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Authors: | Han, Kang Hong |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 6.1993, 3-4, p. 241-47
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Publisher: |
Society for Computational Economics - SCE |
Saved in:
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