TY - JOUR
T1 - On a class of optimal control problems with state jumps
AU - Liu, Y.
AU - Teo, K.L.
AU - Jennings, Leslie
AU - Wang, S.
PY - 1998/7
Y1 - 1998/7
N2 - In this paper, we consider a class of optimal control problems in which the dynamical system involves a finite number of switching times together with a state jump at each of these switching times. The locations of these switching times and a parameter vector representing the state jumps are taken as decision variables. We show that this class of optimal control problems is equivalent to a special class of optimal parameter selection problems. Gradient formulas for the cost functional and the constraint functional are derived. On this basis, a computational algorithm is proposed. For illustration, a numerical example is included.
AB - In this paper, we consider a class of optimal control problems in which the dynamical system involves a finite number of switching times together with a state jump at each of these switching times. The locations of these switching times and a parameter vector representing the state jumps are taken as decision variables. We show that this class of optimal control problems is equivalent to a special class of optimal parameter selection problems. Gradient formulas for the cost functional and the constraint functional are derived. On this basis, a computational algorithm is proposed. For illustration, a numerical example is included.
U2 - 10.1023/A:1022684730236
DO - 10.1023/A:1022684730236
M3 - Article
SN - 0022-3239
VL - 98
SP - 65
EP - 82
JO - Journal of Optimization Theory and Applications
JF - Journal of Optimization Theory and Applications
IS - 1
ER -