A heuristic prediction method for constrained optimal control problems

Xishi Huang, Cang-Pu Wu · 2003

In this paper, the heuristic prediction method (HPM) is extended to the long time horizon constrained optimal control problems. The key features of this method are that a heuristic term is added to each of the subproblems, and that a prediction method is adopted in the high level problem. Numerical results show its feasibility and its potential applications to real-time control problems.>

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