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

Report Date:

1969-01-01

Pagination or Media Count:

30.0

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

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE