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dc.contributor.authorWei, W.
dc.contributor.authorTeo, Kok Lay
dc.contributor.authorZhan, Z.
dc.date.accessioned2017-01-30T12:38:03Z
dc.date.available2017-01-30T12:38:03Z
dc.date.created2012-03-26T20:01:28Z
dc.date.issued2011
dc.identifier.citationWei, W. and Teo, K.L. and Zhan, Z. 2011. A numerical method for an optimal control problem with minimum sensitivity on coefficient variation. Applied Mathematics and Computation. 218: pp. 1180-1190.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/23578
dc.identifier.doi10.1016/j.amc.2011.05.093
dc.description.abstract

In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all its coefficients assigned to their nominal values. This becomes a standard optimal impulsive control problem and it can be solved by many existing optimal control computational techniques, such as the control parameterizations technique used in conjunction with the time scaling transform. The optimal control software package, MISER 3.3, is applicable. Then, we formulate the second optimal impulsive control problem, where the sensitivity of the variation of coefficients is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional for the second optimal control problem are obtained. On this basis, a gradient-based computational method is established, and the optimal control software, MISER 3.3, can be applied. For illustration, two numerical examples are solved by using the proposed method.

dc.publisherElsevier Inc.
dc.titleA numerical method for an optimal control problem with minimum sensitivity on coefficient variation
dc.typeJournal Article
dcterms.source.volume218
dcterms.source.startPage1180
dcterms.source.endPage1190
dcterms.source.issn0096-3003
dcterms.source.titleApplied Mathematics and Computations
curtin.departmentDepartment of Mathematics and Statistics
curtin.accessStatusFulltext not available


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