Efficient Chebyshev collocation methods for solving optimal control problems governed by Volterra integral equations

Xiaojun Tang

Applied Mathematics and Computation, 2015, vol. 269, issue C, 118-128

Abstract: The main purpose of this work is to provide efficient Chebyshev collocation methods for solving optimal control problems (OCPs) governed by Volterra integral equations. The basic principle of our approach is to approximate the state and control using the Chebyshev polynomials and collocate the dynamic constraints at the Chebyshev-type points. Furthermore, we present an exact, efficient, and stable approach for computing the associated Chebyshev integration matrices. Numerical results on benchmark OCPs demonstrate the spectral rate of convergence for the proposed methods.

Keywords: Optimal control; Volterra integral equations; Collocation methods; Chebyshev polynomials (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300315009741
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:269:y:2015:i:c:p:118-128

DOI: 10.1016/j.amc.2015.07.055

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().