Global Optimization of Yeo's Optimal Control Problem

R. Luus (Canada)


: singular control, global optimization, iterative dynamic programming, sensitivity


The optimal control problem introduced by Yeo in 1980 [1] is very challenging, and only recently has the nature of the optimal control policy been determined [2]. The optimal control policy has several places where there is switching to the minimum allowed value. As the number of such dips is increased, the performance index is improved. By using iterative dynamic pro gramming with flexible stage lengths, it is shown that for all practical purposes eight dips in the time interval (0.8, 1) giving I = 0.11888 is sufficiently close to the optimal control policy.

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