| Article ID: | iaor19951045 |
| Country: | Australia |
| Volume: | 34 |
| Issue: | 2 |
| Start Page Number: | 212 |
| End Page Number: | 228 |
| Publication Date: | Apr 1992 |
| Journal: | Journal of the Australian Mathematical Society Series B Applied Mathematics |
| Authors: | Stewart D.E. |
Optimal control problems with switching costs arise in a number of applications, and are particularly important when standard control theory gives ‘chattering controls’. A numerical method is given for finding optimal controls for linear problems (linear dynamics, linear plus switching cost). This is used to develop an algorithm for finding sub-optimal control functions for nonlinear problems with switching costs. Numerical results are presented for an implementation of this method.