COMPUTATION OF OPTIMAL SINGULAR CONTROLS.
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1969
- Accession Number
- AD0683021
Entities
People
- D. H. Jacobson
- M. M. Lele
- S. B. Gershwin
Organizations
- Harvard University