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Penalty Method for Optimal Control Problem with Phase Constraint

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We study control problems with phase constraint by replacing the phase constraint with a penalty function in the target functional. We establish the existence of an optimal control and prove the convergence of phase variables and controls as the penalty coefficient unboundedly increases. Bibliography: 12 titles.

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Authors and Affiliations

  1. Novosibirsk State University, 2, ul. Pirogova, Novosibirsk, 630090, Russia

    K. S. Musabekov

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  1. K. S. Musabekov
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Correspondence to K. S. Musabekov.

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Translated from Vestnik Novosibirskogo Gosudarstvennogo Universiteta: Seriya Matematika, Mekhanika, Informatika 13, No. 2, 2013, pp. 86–98.

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Musabekov, K.S. Penalty Method for Optimal Control Problem with Phase Constraint. J Math Sci 203, 558–569 (2014). https://doi.org/10.1007/s10958-014-2159-6

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  • DOI: https://doi.org/10.1007/s10958-014-2159-6

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