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Optimal control with a cost of switching control

Published online by Cambridge University Press:  17 February 2009

John M. Blatt
Affiliation:
Department of Applied Mathematics, University of New South Wales, Kensington, Australia.
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Abstract

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The Pontryagin theory of optimal control is modified by assuming a positive cost associated with switching control from one discrete value to another. The resulting new theory permits a general existence theorem. Pontryagin's maximum principle is replaced by an “indifference principle”.

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Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1976