Optimal control for multi-stage and continuous-time linear singular systems |
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Authors: | Yadong Shu |
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Affiliation: | School of Science, Nanjing University of Science and Technology , Nanjing, P.R. China |
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Abstract: | In this paper, optimal control problems for multi-stage and continuous-time linear singular systems are both considered. The singular systems are assumed to be regular and impulse-free. First, a recurrence equation is derived according to Bellman's principle of optimality in dynamic programming. Then, by applying the recurrence equation, bang-bang optimal controls for the control problems with linear objective functions subject to two types of multi-stage singular systems are obtained. Second, employing the principle of optimality, a equation of optimality for settling the optimal control problem subject to a class of continuous-time singular systems is proposed. The optimal control problem may become simpler through solving this equation of optimality. Two numerical examples and a dynamic input–output model are presented to show the effectiveness of the results obtained. |
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Keywords: | Linear singular systems optimal control Bellman's principle of optimality equation of optimality |
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