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A numerical algorithm for optimal control problems with switching costs

Published online by Cambridge University Press:  17 February 2009

David E. Stewart
David E. Stewart
Affiliation:
Mathematics Department, University of Queensland, Australia4072.
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Abstract

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Optimal control problems with switching costs arise in a number of applications, and are particularly important when standard control theory gives “chattering controls”. A numerical method is given for finding optimal controls for linear problems (linear dynamics, linear plus switching cost). This is used to develop an algorithm for finding sub-optimal control functions for nonlinear problems with switching costs. Numerical results are presented for an implementation of this method.

Type
Research Article
Information
The ANZIAM Journal , Volume 34 , Issue 2 , October 1992 , pp. 212 - 228
Copyright
Copyright © Australian Mathematical Society 1992

References

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