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Optimal control with a cost of switching control

Published online by Cambridge University Press:  17 February 2009

John M. Blatt
John M. Blatt
Affiliation:
Department of Applied Mathematics, University of New South Wales, Kensington, Australia.
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Abstract

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The Pontryagin theory of optimal control is modified by assuming a positive cost associated with switching control from one discrete value to another. The resulting new theory permits a general existence theorem. Pontryagin's maximum principle is replaced by an “indifference principle”.

Type
Research Article
Information
The ANZIAM Journal , Volume 19 , Issue 3 , June 1976 , pp. 316 - 332
Copyright
Copyright © Australian Mathematical Society 1976

References

[1]Pontryagin, L. S., Boltyanskii, V. G., Gramkrelidze, R. V. and Mischenko, E. F., The Mathematical Theory of Optimal Processes, New York: Interscience Publishers, Inc., (1962).Google Scholar
[2]Blatt, John M. and Gray, J. D., to be published.Google Scholar
[3]Agnew, R. P., Differential Equations, (McGraw-Hill Book Co., New York and London, 1942).Google Scholar