A NUMERICAL ALGORITHM FOR OPTIMAL-CONTROL PROBLEMS WITH SWITCHING COSTS

被引：18

作者：

STEWART, DE

机构：

来源：

JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES B-APPLIED MATHEMATICS | 1992年 / 34卷

关键词：

D O I：

10.1017/S0334270000008730

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：212 / 228

页数：17

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