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dynamic optimal control models

  • To: mathgroup at
  • Subject: [mg488] dynamic optimal control models
  • From: Chengri Ding <ding at>
  • Date: Wed, 22 Feb 1995 11:24:26 -0600

Is anyone have been working on exercises of dynamic optimal control models by 
using Mathematica? Does Mathematica provide such kind of capabilities or 
functions to solve a complicated dynamic optimal control models with various 
boundary conditions, constraints on control and state variables, and implementing switching functions.  I, theoretically, have built a dynamic control model, but have not decided which software package to use to solve the model. HiQ, a pc
version package is one, which holds a very limited functions. Apredic, is another option. GAMS may solve a difference dynamic model. GAMS, after I played it well, turned out that it is not a good package to solve the model. Since I am vewer
to the Mathematica world, I hope someone may help me out. The questions I like to ask are:

1.Can Mathematica solve a dynamic control model by utilizing embedded functions
  or algriothms?

2. If yes, How to incorporate various boundary conditions, and switching functions in the Mathematic language?

3. Have someone tried to use Mathematica to solve a dynamic control model?

Appreciate you for your attention. Hope that we can share more in future.

Chengri Ding

University of Illinois at Urbana-Champaign

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