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Computer Algebra as a Tool for Solving Optimal Control Problems

In: Applications of Computer Algebra

Author

Listed:
  • C. Gomez

    (Institut National de Recherche en Informatique et en, Automatique(INRIA), Domaine de Voluceau)

  • J. P. Quadrat

    (Institut National de Recherche en Informatique et en, Automatique(INRIA), Domaine de Voluceau)

  • A. Sulem

    (Institut National de Recherche en Informatique et en, Automatique(INRIA), Domaine de Voluceau)

Abstract

Solving optimal control problems usually consists in modelizing type problem, proving the existence of a solution, choosing a method leadint to a numerical solution and writing a program (generally in FORTRAN). These steps can be automatized using formal calculus and inference techniques. An expert system in stochastic control is presented. It is embedded in the MACSYMA system. After the description of the problem by the user in semi-natural language, the system generates the equations which modelize the problem. Then by using PROLOG (for encoding the used theorems) and symbolic manipulations on the equations, the system can prove the existence of a solution. Finally the system chooses a numerical method to solve it using symbolic differentiations and mtrix inversions and it generates the associated FORTRAN program.

Suggested Citation

  • C. Gomez & J. P. Quadrat & A. Sulem, 1985. "Computer Algebra as a Tool for Solving Optimal Control Problems," Springer Books, in: Richard Pavelle (ed.), Applications of Computer Algebra, chapter 11, pages 241-261, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4684-6888-5_11
    DOI: 10.1007/978-1-4684-6888-5_11
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