Computation of optimal singular controls
Computation of optimal singular controls
复制标题
最优奇异控制的计算
DOI：
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发表时间：
1970
期刊：
影响因子：
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通讯作者：
M. Lele
中科院分区：
文献类型：
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作者：
D. Jacobson;S. Gershwin;M. Lele
一类奇异控制问题通过将控制的积分二次泛函加到代价泛函上而变成非奇异的;一个参数λ> 0乘以这个增加的泛函。所得的非奇异问题求解为单调递减序列{n; n_{1} > n_{2} >... > n_{k} > 0}。为k
八箭头infty和x_{k}
修改后的问题的解趋向于原始奇异问题的解。该方法的一种变体，它不需要
还呈现了ightarrow 0。四个说明性的数值例子进行说明。
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
ightarrow infty and epsilon_{k}
ightarrow 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
ightarrow 0 is also presented. Four illustrative numerical examples are described.