مرکز منطقه ای اطلاع رساني علوم و فناوري

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 :

Issue :

fYear :

1970

fDate :

2/1/1970 12:00:00 AM

Firstpage :

Lastpage :

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.