Applications of the penalty function method in constrained optimal control problems

An-qing Xing

International Journal of Stochastic Analysis, 1989, vol. 2, 1-15

Abstract:

This paper uses the penalty function method to solve constrained optimal control problems. Under suitable assumptions, we can solve a constrained optimal control problem by solving a sequence of unconstrained optimal control problems. In turn, the constrained solution to the main problem can be obtained as the limit of the solutions of the sequence. In using the penalty function method to solve constrained optimal control problems, it is usually assumed that each of the modified unconstrained optimal control problems has at least one solution. Here we establish an existence theorem for those problems. Two numerical examples are presented to demonstrate the findings.

Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/2/471741.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/2/471741.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:471741

DOI: 10.1155/S1048953389000201

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().