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Numerical Solution of Optimal Control Problems with Discrete-Valued System Parameters

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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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Lee, W.R., Rehbock, V., Caccetta, L. et al. Numerical Solution of Optimal Control Problems with Discrete-Valued System Parameters. Journal of Global Optimization 23, 233–244 (2002). https://doi.org/10.1023/A:1016526612434

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