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A new computational method for a class of free terminal time optimal control problems. (English) Zbl 1211.49041

Summary: We develop a numerical method for solving an optimal control problem whose terminal time is not fixed, but is instead determined by a state-dependent stopping criterion. The main idea of this method is to approximate the control by a piecewise constant function whose values and switching times are decision variables to be determined optimally. The optimal control problem then becomes an optimization problem with a finite number of decision variables. We develop a novel method for computing the gradient of the cost function in this approximate problem. On this basis, the approximate problem can be solved using any gradient-based optimization technique. We use this approach to solve an aeronautical control problem involving a gliding projectile. We also prove several important convergence results that justify our approximation scheme.

MSC:

49M37 Numerical methods based on nonlinear programming
90C30 Nonlinear programming
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