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A numerical algorithm for optimal control problems with switching costs
Journal article   Open access

A numerical algorithm for optimal control problems with switching costs

David E Stewart
Journal of the Australian Mathematical Society. Series B, Applied mathematics, Vol.34(2), pp.212-228
10/1992
DOI: 10.1017/S0334270000008730
url
https://doi.org/10.1017/S0334270000008730View
Published (Version of record) Open Access

Abstract

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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