Optimal control with a cost of switching control

Author:

Blatt John M.

Abstract

AbstractThe 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”.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics

Reference3 articles.

1. [2] Blatt John M. and Gray J. D. , to be published.

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