Accession Number : AD0683021
Title : COMPUTATION OF OPTIMAL SINGULAR CONTROLS.
Descriptive Note : Interim technical rept.,
Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS
Personal Author(s) : Jacobson,D. H. ; Gershwin,S. B. ; Lele,M. M.
Report Date : JAN 1969
Pagination or Media Count : 30
Abstract : A class of singular control problems is made non-singular by the addition of an integral quadratic functional of the control to the cost functional; a parameter epsilon > 0 multiplies this added functional. The resulting non-singular problem is solved for a monotone decreasing sequence of epsilons; epsilon sub 1 > epsilon sub 2 >...> epsilon sub k > zero. As k approaches infinity and epsilon sub k approaches zero, the solution of the modified problem tends to the solution of the original singular problem. A variant of the method which does not require that epsilon approach zero is also presented. Four illustrative numerical examples are described. (Author)
Descriptors : (*CONTROL SYSTEMS, OPTIMIZATION), DIFFERENTIAL EQUATIONS, APPROXIMATION(MATHEMATICS), NUMERICAL INTEGRATION, NUMERICAL ANALYSIS, CONVERGENCE, ALGORITHMS, THEOREMS
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE