Genetic algorithms and optimal control problems

Abstract

The application of the genetic algorithm to discrete-time optimal control problems is studied. The numerical results obtained are compared with a system for construction and solution of large and complex mathematical programming models, GAMS. It is shown that while GAMS appears to work well only for linear-quadratic optimal control problems or problems with a short horizon, the genetic algorithm applies to more general problems and appears to be competitive with search-based methods.<>