应用数学和力学2026，Vol.47Issue(2)：230-242,13.DOI:10.21656/1000-0887.460020
求解最优控制问题的一类单调时间离散格式
A Monotonic Time-Discretized Scheme for Optimal Control Problems
摘要
Abstract
Recently,Breitenbach and Borzì proposed a sequential quadratic Hamiltonian method for solving op-timal control problems.They proved the monotonic convergence of the algorithm in the continuous time case.However,the properties of the discrete version of the iterative procedure have not been tackled yet.A midpoint time-discretized scheme preserving the monotonic properties of the sequential quadratic Hamiltonian method was presented.Numerical experiments show the effectiveness and convergence of the proposed algorithm.关键词
最优控制问题/序列二次Hamilton方法/单调时间离散格式/收敛性Key words
optimal control problem/sequential quadratic Hamiltonian method/monotonic time-discretized scheme/convergence分类
数理科学引用本文复制引用
向清清,陈浩..求解最优控制问题的一类单调时间离散格式[J].应用数学和力学,2026,47(2):230-242,13.基金项目
重庆市自然科学基金(CSTB2025NSCQ-GPX1015) （CSTB2025NSCQ-GPX1015）
