• DocumentCode
    822830
  • Title

    Continuous-time optimal control theory for cost functionals including discrete state penalty terms

  • Author

    Geering, Hans P.

  • Author_Institution
    Oerlikon-Bührle AG, Zurich, Switzerland
  • Volume
    21
  • Issue
    6
  • fYear
    1976
  • fDate
    12/1/1976 12:00:00 AM
  • Firstpage
    866
  • Lastpage
    869
  • Abstract
    In this short paper, continuous-time optimal control problems are treated, where the cost functional includes additional discrete state penalty terms K_{j}(x(t_{j})) at specified times t_{j}(j = 1,..., N - 1) in the interior of the time interval [t_{0}, t_{N}] of the problem. Necessary conditions for a control to be optimal are given in the form of a minimum principle. The costate is necessarily discontinuous at the times t_{j}(j = 1,..., N - 1) . Consequently, the optimal control is discontinuous at tj, in general. A numerical example is given.
  • Keywords
    Jump processes; Linear systems, time-invariant continuous-time; Nonlinear systems, continuous-time; Optimal control; Boundary conditions; Cost function; Frequency; Nominations and elections; Optimal control; Power engineering and energy; Power generation; Power generation economics;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1976.1101377
  • Filename
    1101377
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=822830