A numerical method for a class of mixed switching and impulsive optimal control problems

被引：2
|
作者：
Liu, Yanqun
Eberhard, A.
Teo, Kok Lay
机构：
[1] Royal Melbourne Inst Technol, Dept Math & Stat, Melbourne, Vic 3001, Australia
[2] Curtin Univ Technol, Dept Math & Stat, Perth, WA 6845, Australia
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2006年 / 52卷 / 05期
关键词：
impulsive control; switching control; state jump; optimal parameter selection; control parameterization;
D O I：
10.1016/j.camwa.2006.10.001
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we consider a class of optimal control problems in which the dynamical system involves both switching and impulsive controls. The number of switching times are supposed to be finite and, without loss of generality, to occur together with the impulses. We show that this class of optimal control problems is equivalent to a special class of optimal parameter selection problems. The gradient formulae for the cost functional and the constraint functional are derived. On this basis, the control parameterization is shown to be applicable for numerical solution. A numerical example is solved for illustration. (c) 2006 Elsevier Ltd. All rights reserved.
引用
收藏
页码：625 / 636
页数：12
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