A numerical method for an optimal control problem with minimum sensitivity on coefficient variation
In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all...
| Main Authors: | , , |
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| Format: | Journal Article |
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Elsevier Inc.
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/23578 |
| _version_ | 1848751189753069568 |
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| author | Wei, W. Teo, Kok Lay Zhan, Z. |
| author_facet | Wei, W. Teo, Kok Lay Zhan, Z. |
| author_sort | Wei, W. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all its coefficients assigned to their nominal values. This becomes a standard optimal impulsive control problem and it can be solved by many existing optimal control computational techniques, such as the control parameterizations technique used in conjunction with the time scaling transform. The optimal control software package, MISER 3.3, is applicable. Then, we formulate the second optimal impulsive control problem, where the sensitivity of the variation of coefficients is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional for the second optimal control problem are obtained. On this basis, a gradient-based computational method is established, and the optimal control software, MISER 3.3, can be applied. For illustration, two numerical examples are solved by using the proposed method. |
| first_indexed | 2025-11-14T07:48:47Z |
| format | Journal Article |
| id | curtin-20.500.11937-23578 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:48:47Z |
| publishDate | 2011 |
| publisher | Elsevier Inc. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-235782017-09-13T16:08:34Z A numerical method for an optimal control problem with minimum sensitivity on coefficient variation Wei, W. Teo, Kok Lay Zhan, Z. In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all its coefficients assigned to their nominal values. This becomes a standard optimal impulsive control problem and it can be solved by many existing optimal control computational techniques, such as the control parameterizations technique used in conjunction with the time scaling transform. The optimal control software package, MISER 3.3, is applicable. Then, we formulate the second optimal impulsive control problem, where the sensitivity of the variation of coefficients is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional for the second optimal control problem are obtained. On this basis, a gradient-based computational method is established, and the optimal control software, MISER 3.3, can be applied. For illustration, two numerical examples are solved by using the proposed method. 2011 Journal Article http://hdl.handle.net/20.500.11937/23578 10.1016/j.amc.2011.05.093 Elsevier Inc. restricted |
| spellingShingle | Wei, W. Teo, Kok Lay Zhan, Z. A numerical method for an optimal control problem with minimum sensitivity on coefficient variation |
| title | A numerical method for an optimal control problem with minimum sensitivity on coefficient variation |
| title_full | A numerical method for an optimal control problem with minimum sensitivity on coefficient variation |
| title_fullStr | A numerical method for an optimal control problem with minimum sensitivity on coefficient variation |
| title_full_unstemmed | A numerical method for an optimal control problem with minimum sensitivity on coefficient variation |
| title_short | A numerical method for an optimal control problem with minimum sensitivity on coefficient variation |
| title_sort | numerical method for an optimal control problem with minimum sensitivity on coefficient variation |
| url | http://hdl.handle.net/20.500.11937/23578 |