The non-parameter penalty function method in constrained optimal control problems (Q1178677)
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| Language | Label | Description | Also known as |
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| English | The non-parameter penalty function method in constrained optimal control problems |
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The non-parameter penalty function method in constrained optimal control problems (English)
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26 June 1992
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An iterative procedure based on the non-parametric penalty function method is applied to a nonlinear optimal control problem subject to control and state constraints. It is shown that, under suitable conditions, the procedure is convergent to the solution of the original problem. A numerical example is provided.
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non-parametric penalty function method
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nonlinear optimal control
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state constraints
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