Global search in a noncovex optimal control problem
In this paper, the authors consider a nonlinear optimal control problem of the Bolza type. The problem is named ``nonconvex'', meaning the final cost and the Lagrangian are assumed to be a difference of two convex functions of the state. The authors derive a sequence of auxiliary problems and a convergence criterion, which guarantees the global optimality in this problem.
scientific article; zbMATH DE number 6418198
scientific article