Optimal Control with a Cost of Changing Control

In this paper, we consider a class of optimal control problems where the variation of the control variable is appended as a penalty term into the cost function to reduce the fluctuation of the control. A new computational approach is developed for solving this type of problems, based on control para...

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Bibliographic Details
Main Authors: Yu, Changjun, Teo, Kok Lay, Tay, T.
Other Authors: Wan-Quan Liu
Format: Conference Paper
Published: Engineers Australia 2013
Online Access:http://hdl.handle.net/20.500.11937/18901
Description
Summary:In this paper, we consider a class of optimal control problems where the variation of the control variable is appended as a penalty term into the cost function to reduce the fluctuation of the control. A new computational approach is developed for solving this type of problems, based on control parametrization technique used in conjunction with the time scaling transform, the constraint transcription method and a smoothing technique. This computational method is supported by rigorous convergence analysis.