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Singular Optimal Control - The State of the Art

  • The purpose of this paper is to present the state of the art in singular optimal control. If the Hamiltonian in an interval \([t_1,t_2]\) is independent of the control we call the control in this interval singular. Singular optimal controls appear in many applications so that research has been motivated since the 1950s. Often optimal controls consist of nonsingular and singular parts where the junctions between these parts are mostly very difficult to find. One section of this work shows the actual knowledge about the location of the junctions and the behaviour of the control at the junctions. The definition and the properties of the orders (problem order and arc order), which are important in this context, are given, too. Another chapter considers multidimensional controls and how they can be treated. An alternate definition of the orders in the multidimensional case is proposed and a counterexample, which confirms a remark given in the 1960s, is given. A voluminous list of optimality conditions, which can be found in several publications, is added. A strategy for solving optimal control problems numerically is given, and the existing algorithms are compared with each other. Finally conclusions and an outlook on the future research is given.

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Author:Volker Michel
Serie (Series number):Berichte der Arbeitsgruppe Technomathematik (AGTM Report) (169)
Document Type:Preprint
Language of publication:English
Year of Completion:1996
Year of Publication:1996
Publishing Institute:Technische Universität Kaiserslautern
Date of the Publication (Server):2000/06/23
Tag:Hamiltonian; Minimum Principle; Pontrjagin; junction; singular optimal control
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:5 Naturwissenschaften und Mathematik / 510 Mathematik
MSC-Classification (mathematics):49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49-02 Research exposition (monographs, survey articles)
Licence (German):Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011