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dc.contributor.authorPhelps, Chris
dc.contributor.authorGong, Qi
dc.contributor.authorRoyset, Johannes O.
dc.contributor.authorWalton, Claire
dc.contributor.authorKaminer, Isaac
dc.date.accessioned2016-03-21T21:30:15Z
dc.date.available2016-03-21T21:30:15Z
dc.date.issued2014
dc.identifier.citationAutomatica, v. 50, 2014, pp. 2987-2997.en_US
dc.identifier.urihttp://hdl.handle.net/10945/48190
dc.descriptionThe article of record as published may be found at http://dx.doi.org/10.1016/j.automatica.2014.10.025en_US
dc.description.abstractThis paper focuses on a non-standard constrained nonlinear optimal control problem in which the objective functional involves an integration over a space of stochastic parameters as well as an integration over the time domain. The research is inspired by the problem of optimizing the trajectories of multiple searchers attempting to detect non-evading moving targets. In this paper, we propose a framework based on the approximation of the integral in the parameter space for the considered uncertain optimal control problem. The framework is proved to produce a zeroth-order consistent approximation in the sense that accumulation points of a sequence of optimal solutions to the approximate problem are optimal solutions of the original problem. In addition, we demonstrate the convergence of the corresponding adjoint variables. The accumulation points of a sequence of optimal state-adjoint pairs for the approximate problem satisfy a necessary condition of Pontryagin Minimum Principle type, which facilitates assessment of the optimality of numerical solutions.en_US
dc.description.sponsorshipThis work is supported by US Office of Naval Research under Grant N0001412WX21229en_US
dc.format.extent11 p.en_US
dc.publisherElsevieren_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.titleConsistent approximation of a nonlinear optimal control problem with uncertain parametersen_US
dc.typeArticleen_US
dc.contributor.corporateNaval Postgraduate School (U.S.)en_US
dc.contributor.departmentOperations Researchen_US
dc.contributor.departmentMechanical and Astronautical Engineering
dc.subject.authorOptimal controlen_US
dc.subject.authorComputational methodsen_US
dc.subject.authorOptimizationen_US
dc.subject.authorNonlinear systemen_US
dc.subject.authorSearch theoryen_US
dc.description.funderGrant N0001412WX21229en_US


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