Control Problems for Parabolic Equations with State Constraints and Unbounded Control Sets

Author(s):  
H. O. Fattorini
Author(s):  
K. L. Teo ◽  
K. H. Wong

AbstractIn a paper by Teo and Jennings, a constraint transcription is used together with the concept of control parametrisation to devise a computational algorithm for solving a class of optimal control problems involving terminal and continuous state constraints of inequality type. The aim of this paper is to extend the results to a more general class of constrained optimal control problems, where the problem is also subject to terminal equality state constraints. For illustration, a numerical example is included.


Author(s):  
Aram Arutyunov ◽  
Dmitry Karamzin ◽  
Fernando Lobo Pereira

1979 ◽  
Vol 20 (2) ◽  
pp. 301-312
Author(s):  
T.R. Jefferson ◽  
C.H. Scott

For convex optimal control problems without explicit pure state constraints, the structure of dual problems is now well known. However, when these constraints are present and active, the theory of duality is not highly developed. The major difficulty is that the dual variables are not absolutely continuous functions as a result of singularities when the state trajectory hits a state constraint. In this paper we recognize this difficulty by formulating the dual probram in the space of measurable functions. A strong duality theorem is derived. This pairs a primal, state constrained convex optimal control problem with a dual convex control problem that is unconstrained with respect to state constraints. In this sense, the dual problem is computationally more attractive than the primal.


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