A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints
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DOI: 10.1007/s10614-020-10037-x
Abstract: We study a generalized version of Coleman (1990)’s time iteration method (GTI) for solving dynamic optimization problems. Our benchmark framework is an irreversible investment model with labor-leisure choice. The GTI algorithm is simple to implement… read more here.
Keywords: solving dynamic; dynamic optimization; iteration method; time iteration ... See more keywords
From linear to nonlinear MPC: bridging the gap via the real-time iteration
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DOI: 10.1080/00207179.2016.1222553
Abstract: ABSTRACT Linear model predictive control (MPC) can be currently deployed at outstanding speeds, thanks to recent progress in algorithms for solving online the underlying structured quadratic programs. In contrast, nonlinear MPC (NMPC) requires the deployment… read more here.
Keywords: mpc; real time; linear mpc; time iteration ... See more keywords
Robust Adaptive Iterative Learning Control for Discrete-Time Nonlinear Systems With Time-Iteration-Varying Parameters
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DOI: 10.1109/tsmc.2017.2677959
Abstract: In this paper, the robustness problem in adaptive iterative learning control for discrete-time nonlinear systems with time-iteration-varying parameters is investigated. The time-iteration-varying parameter can be expressed as the sum of an iteration-invariant time-varying part and… read more here.
Keywords: iteration; time; time iteration; adaptive iterative ... See more keywords