DocumentCode :
822830
Title :
Continuous-time optimal control theory for cost functionals including discrete state penalty terms
Author :
Geering, Hans P.
Author_Institution :
Oerlikon-Bührle AG, Zurich, Switzerland
Volume :
21
Issue :
6
fYear :
1976
fDate :
12/1/1976 12:00:00 AM
Firstpage :
866
Lastpage :
869
Abstract :
In this short paper, continuous-time optimal control problems are treated, where the cost functional includes additional discrete state penalty terms 
at specified times 
in the interior of the time interval ![[t_{0}, t_{N}]](/images/tex/4284.gif)
of the problem. Necessary conditions for a control to be optimal are given in the form of a minimum principle. The costate is necessarily discontinuous at the times . Consequently, the optimal control is discontinuous at tj , in general. A numerical example is given.
at specified times in the interior of the time interval of the problem. Necessary conditions for a control to be optimal are given in the form of a minimum principle. The costate is necessarily discontinuous at the times . Consequently, the optimal control is discontinuous at tKeywords :
Jump processes; Linear systems, time-invariant continuous-time; Nonlinear systems, continuous-time; Optimal control; Boundary conditions; Cost function; Frequency; Nominations and elections; Optimal control; Power engineering and energy; Power generation; Power generation economics;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1976.1101377
Filename :
1101377
Link To Document :
