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New smoothing techniques for solving bang-bang optimal control problems——numerical results and statistical interpretation

机译:解决bang-bang最优控制问题的新平滑技术-数值结果与统计解释

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摘要

In this paper, we investigate the solution of bang-bang optimal control problems by shooting methods. We will show how modifying the performance index by a term depending on a small parameter ε yields more regular controls and shooting functions. A continuation procedure on ε will lead us to a good approximation of the initial solution. Then, a statistical interpretation of the method is given, providing us with a general framework for building new regular controls. Finally, two numerical examples are solved illustrating the interest of our method.
机译:在本文中,我们研究了通过射击方法来解决bang-bang最优控制问题。我们将展示如何根据一个小的参数ε来用术语修改性能指标,从而产生更多常规控件和射击功能。 ε上的延续过程将使我们对初始解有一个很好的近似。然后,对该方法进行了统计解释,为我们提供了用于构建新常规控件的通用框架。最后,解决了两个数值示例,说明了我们方法的重要性。

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