A SIMULTANEOUS ITERATIVE SOLUTION TECHNIQUE FOR TIME-OPTIMAL CONTROL USING DYNAMIC-PROGRAMMING

A simultaneous iterative solution technique based on dynamic programmi ng is presented as a reliable procedure for time-optimal control. By a simple transformation of the independent variable, t, the problem is converted to one of combined optimal parameter selection and optimal c ontrol. This approach allows us to find the optimal control policy tha t drives the system to the desired final state while searching for the optimal final time, t(f), simultaneously. Admissible values of the fi nal time are randomly generated within a search region, and a direct s earch for the optimal final time, t(f)(o), is done iteratively only at the final time stage, with systematic region contraction, until conve rgence is attained. Significant savings in computation time can be rea lized using this approach instead of the traditional sequential approa ch.