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Necessary conditions for optimal control problems with bounded state by a penalty method - MaRDI portal

Necessary conditions for optimal control problems with bounded state by a penalty method (Q1074853)

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scientific article; zbMATH DE number 3949125
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Necessary conditions for optimal control problems with bounded state by a penalty method
scientific article; zbMATH DE number 3949125

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    Necessary conditions for optimal control problems with bounded state by a penalty method (English)
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    1987
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    Necessary conditions are derived for a general relaxed control problem with unilateral state constraint. The results are also valid for ordinary controls that are solutions of the relaxed problem. A penalty is imposed to change the constrained problem into a sequence of unconstrained problems. The assumptions are on the data of the problem and do not require a priori verification of hypotheses involving the optimal solution.
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    necessary conditions
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    relaxed control
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    unilateral state constraint
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    penalty
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