Numerical Solution of Optimal Control Problems with Discrete-Valued System Parameters |
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| Authors: | W R Lee V Rehbock L Caccetta K L Teo |
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| Institution: | (1) Department of Mathematics & Statistics, Curtin University of Technology, GPO Box U 1987, Perth, 6845, Australia;(2) Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong |
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| Abstract: | In this paper, we propose a new approach to solve a class of optimal control problems involving discrete-valued system parameters. The basic idea is to formulate a problem of this type as a combination of a discrete global optimization problem and a standard optimal control problem, and then solve it using a two-level approach. Numerical results show that the proposed method is efficient and capable of finding optimal or near optimal solutions. |
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