Use of Luus-Jaakola optimization procedure for singular optimal control problems

By using flexible stage lengths and incorporating the recent advances in the determination of region sizes [11],[12], the Luus-Jaakola optimization procedure is used to solve several singular optimal control problems. The method is easy to program, and it is found that the optimal control policy can be accurately determined in spite of the very low sensitivity of the control policy on the performance index. Although a large number of variables must be determined simultaneously, the convergence tends to be systematic and the computation time on the personal computer is reasonable.