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On the Optimum Control of Differential-Algebraic Equations

Author

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  • P. K. Venkatesh

    (Schlumberger-Doll Research)

Abstract

We present a method, based on approximation theory, for the solution of optimum control problems of differential-algebraic systems of any index. Its essence is the rendering of any optimum control formulation of systems of differential-algebraic equations into one of a pure optimum control formulation of the Bolza type by means of characteristic functions approximated by damped pseudo-spectral expansions.

Suggested Citation

  • P. K. Venkatesh, 2001. "On the Optimum Control of Differential-Algebraic Equations," Journal of Optimization Theory and Applications, Springer, vol. 109(3), pages 675-689, June.
    • Handle: RePEc:spr:joptap:v:109:y:2001:i:3:d:10.1023_a:1017528124486
    DOI: 10.1023/A:1017528124486
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    Cited by:

    1. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Computing continuous-time growth models with boundary conditions via wavelets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3614-3643, November.

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