29 Gennaio, 2009 10:00

A monotonic algorithm for solving nonlinear optimal control problems

Prof. Gabriel Turinici, Universite Dauphine Paris

Aula Seminari VII Piano Dip. di Matematica

Initially introduced in the framework of quantum control, the so-called monotonic algorithms have shown excellent numerical results when dealing with various bilinear optimal control problems.

This talk introduces the historical origins and presents a unified formulation of such procedures and the intrinsic assumptions they require. In this framework, we prove the feasibility of the general algorithm. Finally, we explain how these assumptions can be relaxed.