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.
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收藏
页码：212 / 228
页数：17
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