Non-Model Based Finite-Horizon Sampled-Data Optimal Control Via Global Extremum Seeking
A non-model based approach to finite-horizon optimal sampled-data control of continuous-time nonlinear systems subject to input saturation constraints is proposed. The approach adapts the global optimisation method DIRECT to computing a periodically piecewise constant system input which minimises a possibly non-quadratic cost involving the system state and input. In the case where several similar
