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A numerical algorithm for optimal control problems with switching costs
Published online by Cambridge University Press: 17 February 2009
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.
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- Copyright © Australian Mathematical Society 1992
References
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