B. Bojkov et R. Luus, APPLICATION OF ITERATIVE DYNAMIC-PROGRAMMING TO TIME-OPTIMAL CONTROL, Chemical engineering research & design, 72(A1), 1994, pp. 72-80
A procedure for the establishment of time optimal control policies for
systems described by ordinary differential equations is presented. Th
e method consists of introducing an augmented performance index and us
ing iterative dynamic programming (IDP), in conjunction with a modifie
d false position method to search for the minimum final time t(f). Num
erical investigation of three examples indicate that results close to
the time optimal control policy can be obtained without difficulty, ev
en when the systems are highly nonlinear. This procedure is especially
attractive if a personal computer is used for the computations.