Solving Singular Control from Optimal Switching

Connections between Singular Control and Optimal Switching

This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving high-dimensional singular control problems, and enables us to extend the theory of reversible investment: sufficient conditions are derived for the existence of optimal controls and for the regularity of value functio...

Numerical Solution of Optimal Control of Time-varying Singular Systems via Operational Matrices

In this paper, a numerical method for solving the constrained optimal control of time-varying singular systems with quadratic performance index is presented. Presented method is based on Bernste in polynomials. Operational matrices of integration, differentiation and product are introduced and utilized to reduce the optimal control of time-varying singular problems to the solution of algebraic ...

Optimal Control for Descriptor Systems: Tracking Problem (RESEARCH NOTE)

Singular systems have been studied extensively during the last two decades due Abstract to their many practical applications. Such systems possess numerous properties not shared by the well-known state variable systems. This paper considers the linear tracking problem for the continuous-time singular systems. The Hamilton-Jacobi theory is used in order to compute the optimal control and associa...

A Computational Method for Solving Optimal Control Problem of Time-varying Singular Systems Using the Haar Wavelets

Solving the Goddard problem with thrust and dynamic pressure constraints using saturation functions

This paper addresses the well-known Goddard problem in the formulation of Seywald and Cliff with the objective to maximize the altitude of a vertically ascending rocket subject to dynamic pressure and thrust constraints. The Goddard problem is used to propose a new method to systematically incorporate the constraints into the system dynamics by means of saturation functions. This procedure resu...