A numerical method for an impulsive optimal control problem with sensitivity consideration

In this paper, we consider a class of optimal control problem governed by an impulsive systems with constraints in which some of its data are subject to variation. We formulate this optimal control problem as a new optimal control problem, where the sensitivity of the variation of parameters is mini...

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Main Authors: Wei, W., Teo, Kok Lay, Zhan, Z.
Format: Journal Article
Published: 2012
Online Access:http://hdl.handle.net/20.500.11937/25251
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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 governed by an impulsive systems with constraints in which some of its data are subject to variation. We formulate this optimal control problem as a new optimal control problem, where the sensitivity of the variation of parameters is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional 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.
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institution Curtin University Malaysia
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publishDate 2012
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spelling curtin-20.500.11937-252512017-01-30T12:47:35Z A numerical method for an impulsive optimal control problem with sensitivity consideration Wei, W. Teo, Kok Lay Zhan, Z. In this paper, we consider a class of optimal control problem governed by an impulsive systems with constraints in which some of its data are subject to variation. We formulate this optimal control problem as a new optimal control problem, where the sensitivity of the variation of parameters is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional 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. 2012 Journal Article http://hdl.handle.net/20.500.11937/25251 restricted
spellingShingle Wei, W.
Teo, Kok Lay
Zhan, Z.
A numerical method for an impulsive optimal control problem with sensitivity consideration
title A numerical method for an impulsive optimal control problem with sensitivity consideration
title_full A numerical method for an impulsive optimal control problem with sensitivity consideration
title_fullStr A numerical method for an impulsive optimal control problem with sensitivity consideration
title_full_unstemmed A numerical method for an impulsive optimal control problem with sensitivity consideration
title_short A numerical method for an impulsive optimal control problem with sensitivity consideration
title_sort numerical method for an impulsive optimal control problem with sensitivity consideration
url http://hdl.handle.net/20.500.11937/25251