MMN-2380
Numerical solution of linear-quadratic optimal control problems for switching systems
Shahlar Meherrem; Deniz H. Gucoglu; Samir Guliyev;Abstract
In this paper we obtained approach for the optimal switching control problem with
unknown switching points, which it is described in reference [1, 2]. In the references [1], the authors are studied Decomposition of Linear-Quadratic optimal Control problems
for Two- Steps Systems. In [1], the authors assumed the switching point t1 is fi xed in the interval for state equation and boundary of the integral of minimization functional
and it is given algorithm for solving Linear-Quadratic Optimal Control Problem. But in presented paper author assumed more general case, in the case of switching point is
unknown and by using transformation, the main problem is reduced to the problem with
known interval and unknown the boundary of the integral in minimization functional is
reduced to the known one, which is de ned in [1, 2]. It is given illustrated example at the end of the paper.Then by using Gradient Projection Method Algorithm, the problem
is solved numerically by authors.
Vol. 19 (2018), No. 2, pp. 1035-1045