Optimal Control Problems with State and Control Constraints
Kok Lay Teo,
Bin Li,
Changjun Yu and
Volker Rehbock
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Kok Lay Teo: Sunway University
Bin Li: Sichuan University
Changjun Yu: Shanghai University
Volker Rehbock: Curtin University
Chapter Chapter 9 in Applied and Computational Optimal Control, 2021, pp 315-369 from Springer
Abstract:
Abstract In real world, optimal control problems are often subject to constraints on the state and/or control. These constraints can be point constraints and/or continuous inequality constraints. The point constraints are expressed as functions of the states at the end point or some intermediate interior points of the time horizon.
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-69913-0_9
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DOI: 10.1007/978-3-030-69913-0_9
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