J Austral Math Soc Ser B 34 pp212--228, 1992.

A numerical algorithm for optimal control problems with switching costs

David E. Stewart

(Received 15 August 1990; revised 15 January 1991 and 10 September 1991)

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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Author

David E. Stewart: Mathematics Department, University of Queensland, Australia 4072.

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Last Modified: Mon Jan 7 16:47:49 2002