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Numerical solution of singular control problems using multiple shooting techniques

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Abstract

Algorithms for calculating the junction points between optimal nonsingular and singular subarcs of singular control problems are developed. The algorithms consist in formulating appropriate initialvalue and boundary-value problems; the boundary-value problems are solved with the method of multiple shooting. Two examples are detailed to illustrate the proposed numerical methods.

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Authors and Affiliations

  1. Mathematisches Institut der Universitat Würzburg, Am Hubland, Würzburg, West Germany

    H. Maurer (Assistant Professor)

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  1. H. Maurer
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Communicated by H. Halkin

The author would like to thank Professor Dr. R. Bulirsch, who stimulated and encouraged this work, which is part of the author's dissertation.

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Maurer, H. Numerical solution of singular control problems using multiple shooting techniques. J Optim Theory Appl 18, 235–257 (1976). https://doi.org/10.1007/BF00935706

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