OPTIMAL-CONTROL OF NONLINEAR-SYSTEMS WITH UNSPECIFIED FINAL TIMES

The use of time stages of varying lengths in iterative dynamic program ming (IDP) allows the establishment of the optimal control of engineer ing systems where the final time is not specified, even when the syste m equations are nonlinear and constrained. The viability of this metho d is illustrated by studying the convergence characteristics of three typical nonlinear chemical engineering systems. By incorporating a pen alty factor for the final time into the objective function, it is show n that the operating times of such problems can be reduced without sig nificantly affecting the value of the performance index. The procedure is straightforward and the computations are readily carried out on a personal computer.