On a Class of Optimal Control Problems with State Jumps

Y. Liu, K. L. Teo, L. S. Jennings and S. Wang
Additional contact information
Y. Liu: Curtin University of Technology
K. L. Teo: Curtin University of Technology
L. S. Jennings: University of Western Australia
S. Wang: Curtin University of Technology

Journal of Optimization Theory and Applications, 1998, vol. 98, issue 1, No 5, 65-82

Abstract: Abstract In this paper, we consider a class of optimal control problems in which the dynamical system involves a finite number of switching times together with a state jump at each of these switching times. The locations of these switching times and a parameter vector representing the state jumps are taken as decision variables. We show that this class of optimal control problems is equivalent to a special class of optimal parameter selection problems. Gradient formulas for the cost functional and the constraint functional are derived. On this basis, a computational algorithm is proposed. For illustration, a numerical example is included.

Keywords: Optimal control; switching times; state jumps; transformations; optimal parameter selection problem; automatic differentiation (search for similar items in EconPapers)
Date: 1998
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://link.springer.com/10.1023/A:1022684730236 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:98:y:1998:i:1:d:10.1023_a:1022684730236

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1023/A:1022684730236

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().