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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Verfasserangaben:Volker Michel
URN (Permalink):urn:nbn:de:hbz:386-kluedo-5725
Schriftenreihe (Bandnummer):Berichte der Arbeitsgruppe Technomathematik (AGTM Report) (169)
Sprache der Veröffentlichung:Englisch
Jahr der Fertigstellung:1996
Jahr der Veröffentlichung:1996
Veröffentlichende Institution:Technische Universität Kaiserslautern
Datum der Publikation (Server):23.06.2000
Freies Schlagwort / Tag:Hamiltonian; Minimum Principle; Pontrjagin; junction; singular optimal control
Fachbereiche / Organisatorische Einheiten:Fachbereich Mathematik
DDC-Sachgruppen:5 Naturwissenschaften und Mathematik / 510 Mathematik
MSC-Klassifikation (Mathematik):49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49-02 Research exposition (monographs, survey articles)
Lizenz (Deutsch):Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011