Solve the following bang-bang control problem with a horizontal terminal line: max fug Ju Z 4
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Solve the following bang-bang control problem with a horizontal terminal line: max fug JðuÞ ¼ Z 4 0 1dt s:t: y_ ¼ y þ u yð0Þ ¼ 5; yðTÞ ¼ 11; T free and. u˛U ¼ ½1; 1: The exact solution is for T* ¼ ln[2]y0.6931. In such a problem, with a free terminal time but a fixed endpoint, the transversality condition to consider is to be set directly on the Hamiltonian function as follows: H½T ¼ 0:
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Related Book For 
Elements Of Numerical Mathematical Economics With Excel Static And Dynamic Optimization
ISBN: 9780128176498
1st Edition
Authors: Giovanni Romeo
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