A Strong Variation Algorithm for Numerical Solutions of Optimal Control Problems with Control-Variable-Constraints
نویسندگان
چکیده
u+1(t)_ uz(t) for tEIl r(t) f or tEIk where ui and r are the present control and a control maximizing the related Hamiltonian function, respectively. The idea of the switching scheme is based on the concept of chattering controls first proposed by Gamkrelidze. It is proved that accumulation points generated by the algorithm, if exist, satisfy maximum principle. Some examples are given to show the usefulness of the algorithm. Incidental conditions concerning the size of Ik are considered and the related problems in programming are discussed. Keyword: optimal control problem, computational method, control constraint, strong variation algorithm, chattering control
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