A computational method for combined optimal parameter selection and optimal control problems with general constraints

Abstract

AbstractIn this paper, we consider a class of combined optimal parameter selection and optimal control problems with general constraints. The first aim is to provide a unified approach to the numerical solution of this general class of optimisation problems by using the control parametrisation technique. This approach is supported by some convergence results. The second aim is to show that several different classes of optimal control problems can all be transformed into special cases of the problem considered in this paper. For illustration, four numerical examples are presented.