The connection between discrete and continuous state constrained optimal control systems

DOI10.1080/00207179.2019.1706765MaRDI QIDQ5165310zbMATH OpenOpenAlexFDO

Authors Ying Peng, Shuzhen Yang

Publication date 16 November 2021

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.01167

zbMATH Keywords

linear-quadratic optimal problemmaximum principlenear-optimal controlordinary differential equationstate constraints

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Optimality conditions for problems involving ordinary differential equations (49K15) Linear-quadratic optimal control problems (49N10)

Abstract: An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and prove that this discrete state constraints optimal control problem is a near-optimal control problem of the original problem. Furthermore, we show that the optimal solution of the near-optimal control problem converges to the optimal solution of the original one. Finally, we use a linear quadratic optimal problem to verify the main results of this study.

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