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Shahlar Meherrem(sahlar.meherremyasar.edu.tr) Abstract: In this paper we obtained an approach to the optimal switching control problem with unknown switching points which it is described in reference [1, 2]. In reference [1], the authors studied the Decomposition of LinearQuadratic Optimal Control Problems for TwoSteps Systems. In [1], the authors assumed the switching point t1 is xed in the interval for state equation and boundary of the integral of the minimization functional an algorithm is given for solving the LinearQuadratic Optimal Control Problem. But in present paper we assume a more general case, in the case in which the switching point is unknown and, by using transformation, the main problem is reduced to a problem with a known interval and unknown boundary of the integral in the minimization functional is reduced to the known one, which is dened in [1, 2]. This is illustrated by an example at the end of the paper. Then by using the Gradient Projection Method Algorithm, the problem is solved numerically by the authors. Keywords: Optimal control, switching system, numerical solution, nite approximation Category 1: Applications  OR and Management Sciences Category 2: Applications  Science and Engineering (Control Applications ) Category 3: Nonlinear Optimization (Constrained Nonlinear Optimization ) Citation: It was submited to Applied Mathematics and Computations in 20 July 2015 Download: [PDF] Entry Submitted: 02/18/2016 Modify/Update this entry  
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