ISSN:
1573-2878
Keywords:
Nonlinear time-lag systems
;
linear control constraints
;
nonlinear terminal inequality constraints
;
feasible direction methods
;
accumulation points
;
relaxed controls
;
relaxed control problems
;
necessary conditions for optimality
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, we consider a class of time-lag optimal control problems involving control and terminal inequality constraints. A feasible direction algorithm has been obtained by Teo, Wong, and Clements for solving this class of optimal control problems. It was shown that anyL ∞ accumulation points of the sequence of controls generated by the algorithm satisfy a necessary condition for optimality. However, suchL ∞ accumulation points need not exist. The aim of this paper is to prove a convergence result, which ensures that the sequence of controls generated by the algorithm always has accumulation points in the sense of control measure, and these accumulation points satisfy a necessary condition for optimality for the corresponding relaxed problem.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00938950
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