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Exact penalty function 1 Optimal discrete-valued control 1 Time scaling transformation 1
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Li, Bin 1 Loxton, Ryan 1 Teo, Kok 1 Yu, Changjun 1
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Journal of Global Optimization 1
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Optimal discrete-valued control computation
Yu, Changjun; Li, Bin; Loxton, Ryan; Teo, Kok - In: Journal of Global Optimization 56 (2013) 2, pp. 503-518
In this paper, we consider an optimal control problem in which the control takes values from a discrete set and the state and control are subject to continuous inequality constraints. By introducing auxiliary controls and applying a time-scaling transformation, we transform this optimal control...
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