NECESSARY CONDITIONS FOR OPTIMAL CONTROL PROBLEMS WITH BOUNDED STATE BY A PENALTY METHOD
Abstract
Necessary conditions are derived for a general optimal control problem with bilateral and unilateral state and control constraints. End-point and intermediate-point constraints are also imposed. 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. The necessary conditions obtained are for relaxed controls. The results are also valid for ordinary controls which are solutions of the relaxed problem.
Degree
Ph.D.
Subject Area
Mathematics
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