Numerical Solution of Optimal Control Problem with Discontinuity
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概要
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The author and an other have once presented a solving method of optimal control problem with discontinuity by determining optimal backward time trajectories. The method has the advantage that the optimal control law can be found, but it cannot be applied to high order systems because it requires the aid of diagram. The method presented in this paper solves the problem numerically with the aid of gradient and it can be applied to any high order systems.
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