A new computational strategy for optimal control problem with a cost on changing control

© 2016 American Institute of Mathematical Sciences. All rights reserved.In this paper, we consider a class of optimal control problems where the cost function is the sum of the terminal cost, the integral cost and the full variation of control. Here, the full variation of a control is defined as the...

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Main Authors: Wang, Y., Yu, C., Teo, Kok Lay
Format: Journal Article
Published: American Institute of Mathematical Sciences 2016
Online Access:http://hdl.handle.net/20.500.11937/63536
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author Wang, Y.
Yu, C.
Teo, Kok Lay
author_facet Wang, Y.
Yu, C.
Teo, Kok Lay
author_sort Wang, Y.
building Curtin Institutional Repository
collection Online Access
description © 2016 American Institute of Mathematical Sciences. All rights reserved.In this paper, we consider a class of optimal control problems where the cost function is the sum of the terminal cost, the integral cost and the full variation of control. Here, the full variation of a control is defined as the sum of the total variations of its components. By using the control parameterization technique in conjunction with the time scaling transformation, we develop a new computational algorithm for solving this type of optimal control problem. Rigorous convergence analysis is provided for the new method. For illustration, we solve two numerical examples to show the effectiveness of the proposed method.
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institution Curtin University Malaysia
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last_indexed 2025-11-14T10:26:31Z
publishDate 2016
publisher American Institute of Mathematical Sciences
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spelling curtin-20.500.11937-635362018-02-06T07:40:43Z A new computational strategy for optimal control problem with a cost on changing control Wang, Y. Yu, C. Teo, Kok Lay © 2016 American Institute of Mathematical Sciences. All rights reserved.In this paper, we consider a class of optimal control problems where the cost function is the sum of the terminal cost, the integral cost and the full variation of control. Here, the full variation of a control is defined as the sum of the total variations of its components. By using the control parameterization technique in conjunction with the time scaling transformation, we develop a new computational algorithm for solving this type of optimal control problem. Rigorous convergence analysis is provided for the new method. For illustration, we solve two numerical examples to show the effectiveness of the proposed method. 2016 Journal Article http://hdl.handle.net/20.500.11937/63536 10.3934/naco.2016016 American Institute of Mathematical Sciences unknown
spellingShingle Wang, Y.
Yu, C.
Teo, Kok Lay
A new computational strategy for optimal control problem with a cost on changing control
title A new computational strategy for optimal control problem with a cost on changing control
title_full A new computational strategy for optimal control problem with a cost on changing control
title_fullStr A new computational strategy for optimal control problem with a cost on changing control
title_full_unstemmed A new computational strategy for optimal control problem with a cost on changing control
title_short A new computational strategy for optimal control problem with a cost on changing control
title_sort new computational strategy for optimal control problem with a cost on changing control
url http://hdl.handle.net/20.500.11937/63536