Optimal control of on-going processes
- 1 December 1981
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
We consider an optimal control problem for an on-going process. Specifically, we examine an optimal control problem on a very long time period and show that its optimal solution may be approximated by the so-called outer solution on a short time period in the middle of the long time period. Furthermore, we propose computational methods for obtaining approximate outer solutions inexpensively. Numerical examples for these methods will be provided.Keywords
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