LIPSCHITZ CONTINUITY OF THE MEASURE LAGRANGE MULTIPLIER FROM THE MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS OF EQUALITY AND INEQUALITY TYPE

2017 ◽  
Vol 22 (3) ◽  
pp. 508-516
Author(s):  
A.V. Gorbacheva ◽  
◽  
D.Yu. Karamzin ◽  
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Lagrange Multiplier ◽  
State Constraints ◽  
Optimal Control Problems ◽  
Lipschitz Continuity ◽  
Control Problems ◽  
The Maximum Principle ◽  
Inequality Type

scholarly journals Nonlinearly constrained optimal control problems

1992 ◽  
Vol 33 (4) ◽  
pp. 517-530 ◽  
Author(s):  
K. L. Teo ◽  
K. H. Wong
Keyword(s):  
Optimal Control ◽  
General Class ◽  
State Constraints ◽  
Computational Algorithm ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Constrained Optimal Control ◽  
Continuous State ◽  
Constraint Transcription ◽  
Inequality Type

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.

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