A computational method for a class of dynamical optimization problems in which the terminal time is conditionally free

Abstract

In this paper, we consider a class of dynamical optimization problems in which the terminal time is determined by a stopping criterion. The dynamical system is described by a system of ordinary differential equations, and the cost functional is to be minimized with respect to the control together with the initial vector. A computational method based on the concept of control parametrization is developed for solving this class of dynamical optimization problems. For illustration, an aeronautical control problem is solved using the proposed method. © 1989 Oxford University Press.