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Far East Journal of Applied Mathematics

Far East Journal of Applied Mathematics
Volume 94, Issue 5, Pages 395 - 408 (May 2016)
http://dx.doi.org/10.17654/AM094050395

OPTIMAL CONTROL OF THE LINEAR SEMI-INFINITE PROGRAMMING AND A NUMERICAL APPROACH

H. Rouhparvar

Abstract:

In this paper, the linear semi-infinite programming is transformed into an optimal control model which is solved numerically by the iterative dynamic programming method. Numerical results are provided to illustrate the efficiency of the method.

Keywords and phrases:

optimal control, iterative dynamic programming, linear semi-infinite programming, neural networks.

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