Optimal control with a cost of switching control
- 1 June 1976
- journal article
- research article
- Published by Cambridge University Press (CUP) in The Journal of the Australian Mathematical Society. Series B. Applied Mathematics
- Vol. 19 (3) , 316-332
- https://doi.org/10.1017/s0334270000001181
Abstract
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”.Keywords
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