Abstract
This paper studies the application of a genetic algorithm to discrete-time optimal control problems. Numerical results obtained here are compared with ones yielded by GAMS, a system for construction and solution of large and complex mathematical programming models. While GAMS appears to work well only for linear quadratic optimal control problems or problems with short horizon, the genetic algorithm applies to more general problems equally well.
Original language | American English |
---|---|
Journal | Computers & Mathematics With Applications |
Volume | 23 |
DOIs | |
State | Published - Jan 6 1992 |
Externally published | Yes |
Disciplines
- Mathematics
- Applied Mathematics