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IMA Journal of Mathematical Control and Information 1989 6(1):81-95; doi:10.1093/imamci/6.1.81
© 1989 by Institute of Mathematics and its Applications
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A Computational Method for a Class of Dynamical Optimization Problems in which the Terminal Time is Conditionally Free

K. L. TEO, C. J. GOH and C. C. LIM

Department of Mathematics, university of Western Australia Nedlands, Western Australia 6009, Australia
Department of Industrial and systems Engineering, National University of Singapore Kent Ridge, Singapore 0511, Republic of singapore
Departmental of Electrical and Electronic Engineering, University of Adelaide GPO Box 498 Adelaide, South Australia 5001, Australia

In this paper, we consider a class of dynamical optimization problems in which the terminal time is determined by a stopping criterion. The dynamical system is described by a system of ordinary differential equations, and the cost functional is to be minimized with respect to the control together with the initial vector. A computational method based on the concept of control parametrization is developed for solving this class of dynamical optimization problems. For illustration, an aeronautical control problem is solved using the proposed method.


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