COMPUTATION OF OPTIMAL SINGULAR CONTROLS.
Interim technical rept.,
HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS
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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
- Theoretical Mathematics