Accurate Simulation for Numerical Optimal Control

EasyChair Preprint 6654

Abstract

Accurate simulation of the numerical optimal control in software environments where call to simulation routines is explicit, for instance Matlab and SciPy. A discussion on the simulation aspects of numerical optimal control, how it may fail, and how such erroneous results can be detected using accurate simulation. The key contribution is how to accurately include a piecewise constant control input in the simulations, which is discussed in detail, including code examples. The technique is demonstrated on an example problem which show how simulation can be used to analyze optimal control problems with uncertainty, but also demonstrates how erroneous simulation may lead to erroneous conclusions.

Keyphrases: Accurate simulation, Direct Collocation, Direct Multiple Shooting, numerical optimal control, optimal control, simulation

@booklet{EasyChair:6654,
  author    = {Viktor Leek and Lars Eriksson},
  title     = {Accurate Simulation for Numerical Optimal Control},
  howpublished = {EasyChair Preprint 6654},
  year      = {EasyChair, 2021}}