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Exact penalty function approach to constrained optimal control problems
Author(s) -
Xing A. Q.,
Chen Z. H.,
Wang C. L.,
Yao Y. Y.
Publication year - 1989
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660100207
Subject(s) - optimal control , penalty method , mathematical optimization , function (biology) , dynamic programming , mathematics , control (management) , maximum principle , computer science , artificial intelligence , evolutionary biology , biology
Given the well known concept that optimal control problems may be solved either by the maximum principle or by the dynamic programming technique which employs many numerical algorithms, this paper attempts to show that the exact penalty function method may be used to transform a constrained optimal control problem into an unconstrained optimal control problem. Under certain conditions the constrained optimal control problem is shown to be equivalent to an unconstrained optimal control problem, which can be easily solved by a numerical technique.