EFFECT OF THE CHOICE OF FINAL TIME IN OPTIMAL-CONTROL OF NONLINEAR-SYSTEMS

The choice of the final time, t(f), in the optimal control of nonlinear systems is shown to be very important. By choosing t(f) to be small, and repeatedly optimizing the system operation over the short time intervals gives a highly oscillatory type of control for a particular nonlinear chemical reactor. The cumulative profit as compared to that obtained by choosing t(f) to be large, is substantially lower. In the operation of a batch reactor it is shown that if t(f) is small, bang-bang control with singular sub-arcs results. When t(f) is large, the optimal control policy tends to be relatively smooth and the profitability is substantially improved.