Interior point methods in optimal control (Q6612251)

This paper deals with approximation of stationary points of general optimal control problems. More precisely, a general constrained optimal control problem with a fixed horizon is given. Then, some first order necessary conditions for optimality are revised, as for instance the notion of stationary points. The main contribution of the paper is the introduction of a penalized optimal control problem associated to the original one which approximate the given optimal control problem in the sense of stationarity: a sequence of penalized stationary points for the penalized problem converges (up to a subsequence) to a stationary problem of the given problem.