• DocumentCode
    802225
  • Title

    Computation of optimal singular controls

  • Author

    Jacobson, David H. ; Gershwin, Stanley B. ; Lele, Milind L.

  • Author_Institution
    Harvard University, Cambridge, MA, USA
  • Volume
    15
  • Issue
    1
  • fYear
    1970
  • fDate
    2/1/1970 12:00:00 AM
  • Firstpage
    67
  • Lastpage
    73
  • Abstract
    A class of singular control problems is made nonsingular by the addition of an integral quadratic functional of the control to the cost functional; a parameter \\epsilon > 0 multiplies this added functional. The resulting nonsingular problem is solved for a monotonically decreasing sequence {\\epsilon; \\epsilon_{1} > \\epsilon_{2} > ... > \\epsilon_{k} > 0} . As k \\rightarrow \\infty and \\epsilon_{k} \\rightarrow 0 the solution of the modified problem tends to the solution of the original singular problem. A variant of the method which does not require that \\epsilon \\rightarrow 0 is also presented. Four illustrative numerical examples are described.
  • Keywords
    Nonlinear systems; Singular optimal control; Convergence; Cost function; Gradient methods; Jacobian matrices; Optimal control; Performance analysis;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1970.1099360
  • Filename
    1099360
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=802225