Solution method for regular optimal control problems with state constraints (Q1108571): Difference between revisions

A method of region analysis is developed for solving a class of optimal control problems with one state and one control variable, including state and control constraints. The performance index is strictly convex with respect to the control variable, while this variable appears only linearly in the state equation. The convexity or linearity assumptions of the performance index or the state equation with respect to the state variable is not required.