Abstract
In this paper, we consider a class of optimal control problems in which the cost functional is the sum of the terminal cost, the integral cost, and the full variation of control. The term involving the full variation of control is to measure the changes on the control action. A computational method based on the control parametrization technique is developed for solving this class of optimal control problems. This computational method is supported by a convergence analysis. For illustration, two numerical examples are solved using the proposed method.
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Communicated by L. Cesari
This paper is dedicated to Professor L. Cesari on the occasion of his 80th birthday.
This project was partially supported by an Australian Research Grant.
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Teo, K.L., Jennings, L.S. Optimal control with a cost on changing control. J Optim Theory Appl 68, 335–357 (1991). https://doi.org/10.1007/BF00941572
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DOI: https://doi.org/10.1007/BF00941572