A control problem with structural choices |
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| Authors: | GP Papavassilopoulos JB Cruz |
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| Institution: | Decision and Control Laboratory, Coordinated Science Laboratory, Universityof Illinois, Urbana, IL 61801, U.S.A. |
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| Abstract: | The case is considered in which, during the operation of an optimal control system, the optimizer, in addition to applying his usual control, may switch structures. Necessary and sufficient conditions are derived and emphasis is placed on the special characteristics of this problem. Continuous and discrete time set-ups are considered and the separation principle is shown not to hold for the linear quadratic case in the presence of noise. |
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