On an algorithm for optimal control using an augmented Hamiltonian (Q1188358)

Summary: An optimal control algorithm due to \textit{Y. Sakowa} and \textit{Y. Shindo} [IEEE Trans. Autom. Control AC-25, 1149-1153 (1980; Zbl 0489.49017)] is considered. It is based on Pontryagin's minimum principle and the Hamiltonian is extended by a penalty term. Using another penalty term for this algorithm, under suitable assumptions we can show that each sequence of control vectors generated by the algorithm converges with respect to the \(L_ 1\)-norm to an admissible control fulfilling the first order optimality condition.