Numerical solution methods for singular control with multiple state dependent forms

We use several recently developed techniques along with two established optimal control softwares to solve a variation of a widely studied singular optimal control problem. The problem displays some interesting features from both the analytical and numerical point of view. In particular, we show tha...

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Main Authors: Vossen, G., Rehbock, Volker, Siburian, A.
Format: Journal Article
Published: Taylor and Francis 2007
Online Access:http://hdl.handle.net/20.500.11937/33233
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author Vossen, G.
Rehbock, Volker
Siburian, A.
author_facet Vossen, G.
Rehbock, Volker
Siburian, A.
author_sort Vossen, G.
building Curtin Institutional Repository
collection Online Access
description We use several recently developed techniques along with two established optimal control softwares to solve a variation of a widely studied singular optimal control problem. The problem displays some interesting features from both the analytical and numerical point of view. In particular, we show that, during singular arcs, the optimal control takes on one of two distinct state dependent forms. We also demonstrate how the numerical solution methods can easily get trapped in what may appear to be local optima when applied to this problem.
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institution Curtin University Malaysia
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spelling curtin-20.500.11937-332332017-09-13T16:08:47Z Numerical solution methods for singular control with multiple state dependent forms Vossen, G. Rehbock, Volker Siburian, A. We use several recently developed techniques along with two established optimal control softwares to solve a variation of a widely studied singular optimal control problem. The problem displays some interesting features from both the analytical and numerical point of view. In particular, we show that, during singular arcs, the optimal control takes on one of two distinct state dependent forms. We also demonstrate how the numerical solution methods can easily get trapped in what may appear to be local optima when applied to this problem. 2007 Journal Article http://hdl.handle.net/20.500.11937/33233 10.1080/10556780600802924 Taylor and Francis restricted
spellingShingle Vossen, G.
Rehbock, Volker
Siburian, A.
Numerical solution methods for singular control with multiple state dependent forms
title Numerical solution methods for singular control with multiple state dependent forms
title_full Numerical solution methods for singular control with multiple state dependent forms
title_fullStr Numerical solution methods for singular control with multiple state dependent forms
title_full_unstemmed Numerical solution methods for singular control with multiple state dependent forms
title_short Numerical solution methods for singular control with multiple state dependent forms
title_sort numerical solution methods for singular control with multiple state dependent forms
url http://hdl.handle.net/20.500.11937/33233