Necessary conditions for optimal control problems with bounded state by a penalty method (Q1074853): Difference between revisions

Necessary conditions are derived for a general relaxed control problem with unilateral state constraint. The results are also valid for ordinary controls that are solutions of the relaxed problem. 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.